Proietti, Tommaso Predictability, real time estimation, and the formulation of unobserved components models. (English) Zbl 1490.62266 Econom. Rev. 40, No. 5, 433-454 (2021). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{T. Proietti}, Econom. Rev. 40, No. 5, 433--454 (2021; Zbl 1490.62266) Full Text: DOI
Schreiber, Sven The estimation uncertainty of permanent-transitory decompositions in co-integrated systems. (English) Zbl 1490.62271 Econom. Rev. 38, No. 3, 279-300 (2019). MSC: 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{S. Schreiber}, Econom. Rev. 38, No. 3, 279--300 (2019; Zbl 1490.62271) Full Text: DOI Link
Skorohod, Boris Receding horizon unbiased FIR filters and their application to sea target tracking. (English) Zbl 1416.93193 J. Control Sci. Eng. 2018, Article ID 1803623, 14 p. (2018). MSC: 93E11 93C95 PDFBibTeX XMLCite \textit{B. Skorohod}, J. Control Sci. Eng. 2018, Article ID 1803623, 14 p. (2018; Zbl 1416.93193) Full Text: DOI
Dissanayake, G. S.; Peiris, M. S.; Proietti, T. Fractionally differenced Gegenbauer processes with long memory: a review. (English) Zbl 1403.62160 Stat. Sci. 33, No. 3, 413-426 (2018). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{G. S. Dissanayake} et al., Stat. Sci. 33, No. 3, 413--426 (2018; Zbl 1403.62160) Full Text: DOI Euclid
Dissanayake, G. S.; Peiris, M. S.; Proietti, T. State space modeling of Gegenbauer processes with long memory. (English) Zbl 1466.62057 Comput. Stat. Data Anal. 100, 115-130 (2016). MSC: 62-08 62P05 PDFBibTeX XMLCite \textit{G. S. Dissanayake} et al., Comput. Stat. Data Anal. 100, 115--130 (2016; Zbl 1466.62057) Full Text: DOI
Hansen, Peter R.; Lunde, Asger Estimating the persistence and the autocorrelation function of a time series that is measured with error. (English) Zbl 1290.91132 Econom. Theory 30, No. 1, 60-93 (2014). MSC: 91B84 PDFBibTeX XMLCite \textit{P. R. Hansen} and \textit{A. Lunde}, Econom. Theory 30, No. 1, 60--93 (2014; Zbl 1290.91132) Full Text: DOI
Dermoune, A.; Djehiche, B.; Rahmania, N. Estimation of the smoothing parameters in the HPMV filter. (English) Zbl 1224.62004 An. Științ. Univ. Al. I. Cuza Iași, Ser. Nouă, Mat. 57, No. 1, 61-75 (2011). MSC: 62G05 62M20 PDFBibTeX XMLCite \textit{A. Dermoune} et al., An. Științ. Univ. Al. I. Cuza Iași, Ser. Nouă, Mat. 57, No. 1, 61--75 (2011; Zbl 1224.62004) Full Text: DOI
Rezende dos Santos, Thiago; Franco, Glaura C. Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study. (English) Zbl 1205.62025 Commun. Stat., Simulation Comput. 39, No. 8-10, 1671-1689 (2010). MSC: 62F15 62F40 62M10 65C05 62F25 PDFBibTeX XMLCite \textit{T. Rezende dos Santos} and \textit{G. C. Franco}, Commun. Stat., Simulation Comput. 39, No. 8--10, 1671--1689 (2010; Zbl 1205.62025) Full Text: DOI
Proietti, Tommaso; Riani, Marco Transformations and seasonal adjustment. (English) Zbl 1223.62154 J. Time Ser. Anal. 30, No. 1, 47-69 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M20 62M10 65D30 62P30 65C60 PDFBibTeX XMLCite \textit{T. Proietti} and \textit{M. Riani}, J. Time Ser. Anal. 30, No. 1, 47--69 (2009; Zbl 1223.62154) Full Text: DOI