Estimation of the smoothing parameters in the HPMV filter (Q3007939)
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scientific article; zbMATH DE number 5909383
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of the smoothing parameters in the HPMV filter |
scientific article; zbMATH DE number 5909383 |
Statements
Estimation of the Smoothing Parameters in the HPMV Filter (English)
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17 June 2011
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adaptive estimation
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Gaussian process
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Hodrick-Prescott filter
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signal-to -noise ratio
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orthogonal parametrization
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output gap
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potential output
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detrending
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unobserved components models
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0.8720020055770874
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0.8324812650680542
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0.7842716574668884
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0.7840394973754883
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0.7822496891021729
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