Pages that link to "Item:Q2832979"
From MaRDI portal
The following pages link to Ridge Regression Representations of the Generalized Hodrick-Prescott Filter (Q2832979):
Displaying 6 items.
- A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (Q2691769) (← links)
- An explicit formula for the smoother weights of the Hodrick-Prescott filter (Q2697061) (← links)
- Several least-squares problems related to the Hodrick–Prescott filtering (Q4639096) (← links)
- TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787) (← links)
- A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559) (← links)
- Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1 (Q5866056) (← links)
