Learning and approximate inference in dynamic hierarchical models
Computational Statistics & Data Analysis
Hidden Markov random field models for TCA image analysis
Computational Statistics & Data Analysis
Optimal multilinear estimation of a random vector under constraints of causality and limited memory
Computational Statistics & Data Analysis
Discrimination of locally stationary time series using wavelets
Computational Statistics & Data Analysis
A unifying framework for analysing common cyclical features in cointegrated time series
Computational Statistics & Data Analysis
Regional business cycles in Italy
Computational Statistics & Data Analysis
Multivariate modelling of long memory processes with common components
Computational Statistics & Data Analysis
Signal extraction and filtering by linear semiparametric methods
Computational Statistics & Data Analysis
Efficient computation for Whittaker-Henderson smoothing
Computational Statistics & Data Analysis
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
Computational Statistics & Data Analysis
Linear dynamic harmonic regression
Computational Statistics & Data Analysis
A Bayesian analysis of moving average processes with time-varying parameters
Computational Statistics & Data Analysis
Two approximation methods to synthesize the power spectrum of fractional Gaussian noise
Computational Statistics & Data Analysis
On the robust detection of edges in time series filtering
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis
Introduction to the special issue on statistical signal extraction and filtering
Computational Statistics & Data Analysis
Unobserved component models with asymmetric conditional variances
Computational Statistics & Data Analysis
An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
Computational Statistics & Data Analysis
An iterated parametric approach to nonstationary signal extraction
Computational Statistics & Data Analysis
Decomposition of time series models in state-space form
Computational Statistics & Data Analysis
Bayesian analysis of the stochastic conditional duration model
Computational Statistics & Data Analysis
Econometric methods of signal extraction
Computational Statistics & Data Analysis
Bootstrap prediction for returns and volatilities in GARCH models
Computational Statistics & Data Analysis
Repeated median and hybrid filters
Computational Statistics & Data Analysis
Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
Computational Statistics & Data Analysis
Multivariate denoising using wavelets and principal component analysis
Computational Statistics & Data Analysis
Unobserved heterogeneity in panel time series models
Computational Statistics & Data Analysis
Wavelet-based bootstrapping of spatial patterns on a finite lattice
Computational Statistics & Data Analysis
Dimension reduction in functional regression with applications
Computational Statistics & Data Analysis
LASS: a tool for the local analysis of self-similarity
Computational Statistics & Data Analysis
A novel HMM-based clustering algorithm for the analysis of gene expression time-course data
Computational Statistics & Data Analysis
Signal extraction for simulated games with a large number of players
Computational Statistics & Data Analysis
Editorial: The third special issue on Statistical Signal Extraction and Filtering
Computational Statistics & Data Analysis
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