A robust-filtering method for noisy non-stationary multivariate time series with econometric applications
Crossref DOI link: https://doi.org/10.1007/s42081-020-00102-y
Published Online: 2021-01-04
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kunitomo, Naoto
Sato, Seisho
Funding for this research was provided by:
JSPS (JP17H02513)
Text and Data Mining valid from 2021-01-04
Version of Record valid from 2021-01-04
Article History
Received: 29 May 2020
Accepted: 26 November 2020
First Online: 4 January 2021