A functional Hodrick-Prescott filter (Q522941)

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A functional Hodrick-Prescott filter
scientific article

    Statements

    title
    A functional Hodrick-Prescott filter (English)
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    author
    Boualem Djehiche
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    Hiba Nassar
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    publication date
    20 April 2017
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    zbMATH Keywords
    inverse problems
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    adaptive estimation
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    Hodrick-Prescott filter
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    smoothing
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    signal extraction
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    Gaussian measures on a Hilbert space
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    cites work
    Q3973918
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    Q4933729
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    Q4895893
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    Q3870044
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    Q5320677
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    Q5653193
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62H12
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    62H99
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    zbMATH DE Number
    6706349
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    Wikidata QID
    Q84932694
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    OpenAlex ID
    W2132381619
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    arXiv ID
    1312.4936
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