A functional Hodrick-Prescott filter (Q522941)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional Hodrick-Prescott filter |
scientific article |
Statements
A functional Hodrick-Prescott filter (English)
0 references
20 April 2017
0 references
inverse problems
0 references
adaptive estimation
0 references
Hodrick-Prescott filter
0 references
smoothing
0 references
signal extraction
0 references
Gaussian measures on a Hilbert space
0 references
0 references
