Pollock, D. S. G. Trends cycles and seasons: econometric methods of signal extraction. (English) Zbl 1490.62265 Econom. Rev. 37, No. 3, 228-246 (2018). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{D. S. G. Pollock}, Econom. Rev. 37, No. 3, 228--246 (2018; Zbl 1490.62265) Full Text: DOI Link
Thornton, Michael A. Removing seasonality under a changing regime: filtering new car sales. (English) Zbl 1365.62472 Comput. Stat. Data Anal. 58, 4-14 (2013). MSC: 62P20 91B84 62M20 62M10 PDFBibTeX XMLCite \textit{M. A. Thornton}, Comput. Stat. Data Anal. 58, 4--14 (2013; Zbl 1365.62472) Full Text: DOI Link
Pollock, D. S. G. Econometric methods of signal extraction. (English) Zbl 1445.62315 Comput. Stat. Data Anal. 50, No. 9, 2268-2292 (2006). MSC: 62P20 62M10 62M15 62M20 PDFBibTeX XMLCite \textit{D. S. G. Pollock}, Comput. Stat. Data Anal. 50, No. 9, 2268--2292 (2006; Zbl 1445.62315) Full Text: DOI Link
Pollock, D. S. G. (ed.) Introduction to the special issue on statistical signal extraction and filtering. (English) Zbl 1445.00018 Comput. Stat. Data Anal. 50, No. 9, 2137-2145 (2006). MSC: 00B15 62-06 62M20 PDFBibTeX XMLCite \textit{D. S. G. Pollock} (ed.), Comput. Stat. Data Anal. 50, No. 9, 2137--2145 (2006; Zbl 1445.00018) Full Text: DOI
Trimbur, Thomas M. Properties of higher order stochastic cycles. (English) Zbl 1113.62110 J. Time Ser. Anal. 27, No. 1, 1-17 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62M15 62M20 PDFBibTeX XMLCite \textit{T. M. Trimbur}, J. Time Ser. Anal. 27, No. 1, 1--17 (2006; Zbl 1113.62110) Full Text: DOI
Pollock, D. S. G. Trend estimation and de-trending via rational square-wave filters. (English) Zbl 0964.62094 J. Econom. 99, No. 2, 317-334 (2000). MSC: 62M20 62P20 PDFBibTeX XMLCite \textit{D. S. G. Pollock}, J. Econom. 99, No. 2, 317--334 (2000; Zbl 0964.62094) Full Text: DOI
Young, Peter; Pedregal, Diego Recursive and en-bloc approaches to signal extraction. (English) Zbl 0947.62060 J. Appl. Stat. 26, No. 1, 103-128 (1999). MSC: 62M20 94A12 62M99 PDFBibTeX XMLCite \textit{P. Young} and \textit{D. Pedregal}, J. Appl. Stat. 26, No. 1, 103--128 (1999; Zbl 0947.62060) Full Text: DOI