SCOPUS 정보 검색 플랫폼

Volumn 26, Issue 1, 2010, Pages 162-179

Stochastic level shifts and outliers and the dynamics of oil price movements

Author keywords

Band pass filter; Cycle; Non Gaussian; Robust signal extraction; Trend estimation; Unobserved components

Indexed keywords

EID: 74149085450 PISSN: 01692070 EISSN: None Source Type: Journal
DOI: 10.1016/j.ijforecast.2009.02.003 Document Type: Article

Times cited : (4)

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