Estimating trends with percentage of smoothness chosen by the user (Q6574224)

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scientific article; zbMATH DE number 7882744
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    Estimating trends with percentage of smoothness chosen by the user
    scientific article; zbMATH DE number 7882744

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      Estimating trends with percentage of smoothness chosen by the user (English)
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      18 July 2024
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      Hodrick-Prescott filter
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      Kalman filter
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      penalized least squares
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      relative precision
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      signal extraction
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      smooth curve
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      smoothness index
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      time series models
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