Robust Filters for Time Series Data: A Monte-Carlo Comparison

Author

Hwee Kwan Chow, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1998

Discipline

Econometrics

Research Areas

Econometrics

Publication

Journal of Applied Statistical Science

Volume

7

Issue

2-3

First Page

151

Last Page

162

ISSN

1067-5817

Citation

Chow, Hwee Kwan. Robust Filters for Time Series Data: A Monte-Carlo Comparison. (1998). Journal of Applied Statistical Science. 7, (2-3), 151-162.
Available at: https://ink.library.smu.edu.sg/soe_research/461