The local quadratic trend model (Q3065494)

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The local quadratic trend model
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    title
    The local quadratic trend model (English)
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    DOI
    10.1002/for.1144
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    publication date
    6 January 2011
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    zbMATH DE Number
    5833017
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    zbMATH Keywords
    cycles
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    detrending
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    Hodrick-Prescott filter
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    smoothing
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    spectral analysis
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    state space
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    stochastic trend
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    OpenAlex ID
    W2000020217
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