Harvey, Andrew and Koopman, Siem Jan <br/><br/>
Signal extraction and the formulation of unobserved components models 
 J5045  2000 

 -  2000 
 - 84-107  V.  03  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Cubic splines;Kalman Filter and Smoother;Kernels;Robustness;Structural time series model;Trend;Wiener kolmogorov filter;