Global and local statistical properties of fixed-length nonparametric smoothers
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DOI: 10.1007/BF02509830
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References listed on IDEAS
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- Estela Bee Dagum & Alessandra Luati, 2009. "A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 40-59.
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Keywords
Loess; Cubic Smoothing; Spline; Gaussian Kernel; Henderson smoothing filters; local statistical measures; gain and phase shift functions;All these keywords.
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