Local Trigonometric Methods for Time Series Smoothing.
The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for...
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| Format: | Doctoral Thesis |
| Language: | en |
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Alma Mater Studiorum - Università di Bologna
2014
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| Online Access: | http://amsdottorato.unibo.it/6494/ |