A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter (Q5160235)
From MaRDI portal
scientific article; zbMATH DE number 7416429
Language | Label | Description | Also known as |
---|---|---|---|
English | A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter |
scientific article; zbMATH DE number 7416429 |
Statements
A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter (English)
0 references
28 October 2021
0 references
adaptive estimation
0 references
functional Hodrick-Prescott filter
0 references
Hilbert space-valued Gaussian random variables
0 references
inverse problems
0 references
smoothing
0 references
0 references