The local quadratic trend model

DOI10.1002/for.1144zbMath1205.91130OpenAlexW2000020217MaRDI QIDQ3065494

No author found.

Publication date: 6 January 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1144

zbMATH Keywords

smoothingcyclesspectral analysisHodrick-Prescott filterstate spacestochastic trenddetrending

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• Trends and cycles in economic time series: a Bayesian approach
• Computing observation weights for signal extraction and filtering
• Nonparametric spline regression with autoregressive moving average errors

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