Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter (Q5695133): Difference between revisions
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Latest revision as of 22:54, 19 March 2024
scientific article; zbMATH DE number 2213569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter |
scientific article; zbMATH DE number 2213569 |
Statements
Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter (English)
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11 October 2005
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Adaptive estimation
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Hodrick-Prescott filter
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Kalman-Bucy
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Kalman filtering
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orthogonal parametrization
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random walk
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seasonal adjustment
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spline
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state-space models
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time-series
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time-varying coefficients
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trend
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Whittaker- Henderson graduation
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variance estimation
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