An extension of the Whittaker–Henderson method of graduation

DOI10.1080/03461238.2010.534257zbMath1277.62216OpenAlexW2004674439MaRDI QIDQ2866299

William F. Scott, Alicja S. Nocon

Publication date: 13 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2010.534257

zbMATH Keywords

time seriesHodrick-Prescott filterlife tablesdata smoothingglobal average temperature anomaly

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12)

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A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix ⋮ Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables ⋮ A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER ⋮ Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1 ⋮ A modification of the Whittaker–Henderson method of graduation

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