A linear transformation and its properties with special applications in time series filtering

Linear Algebra and Its Applications

Volumn 388, Issue 1-3 SPEC. ISS., 2004, Pages 107-117

  Dagum, Estela Bee ^a   Luati, Alessandra ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Centrosymmetric matrices; Permutation matrices; Smoothing; Symmetric and asymmetric weighting systems; Trend cycle estimation

Indexed keywords

INTEGER PROGRAMMING; MATRIX ALGEBRA; PROBLEM SOLVING; REGRESSION ANALYSIS; SET THEORY; TIME SERIES ANALYSIS;

CENTROSYMMETRIC MATRICES; PERMUTATION MATRICES; SMOOTHING; SYMMETRIC AND ASYMMETRIC WEIGHTING SYSTEMS; TREND-CYCLE ESTIMATION;

MATHEMATICAL TRANSFORMATIONS;

EID: 3142727192     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(03)00397-5     Document Type: Conference Paper

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