Several least-squares problems related to the Hodrick-Prescott filtering (Q4639096)
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scientific article; zbMATH DE number 6865907
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| default for all languages | No label defined |
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| English | Several least-squares problems related to the Hodrick-Prescott filtering |
scientific article; zbMATH DE number 6865907 |
Statements
Several least-squares problems related to the Hodrick–Prescott filtering (English)
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2 May 2018
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Hodrick-Prescott filtering
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penalized least squares
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Whittaker-Henderson method of graduation
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0.8439463973045349
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0.8252599835395813
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0.8249107003211975
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0.8175946474075317
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