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Signal extraction for finite nonstationary time series |
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| Authors: | KOHN, ROBERT ANSLEY, CRAIG F. |
| Affiliation: | Graduate School of Business, University of Chicago Chicago, illinois 60637, U.S.A. |
| Abstract: | |
| Keywords: | ARIMA models Signal extraction Structural component model Time series Transformation approach Shrinkage estimator Smoothed frequency Sparse table |
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