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A state-space approach to polygonal line regression

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  • Nobuhisa Kashiwagi

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  • Nobuhisa Kashiwagi, 1996. "A state-space approach to polygonal line regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(2), pages 215-228, June.
    • Handle: RePEc:spr:aistmt:v:48:y:1996:i:2:p:215-228
    DOI: 10.1007/BF00054786
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    References listed on IDEAS

    as
    1. Nobuhisa Kashiwagi, 1993. "On use of the Kalman filter for spatial smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 21-34, March.
    2. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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