scientific article; zbMATH DE number 2075209

MaRDI QIDQ4469686zbMATHFDO

Authors Erhard Reschenhofer, Lakdere Benkherouf

Publication date 15 June 2004

zbMATH Keywords

Hodrick-Prescott filtermodel selection criterianonparametric spectral density estimationpenalized least squares estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15)

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