scientific article; zbMATH DE number 2075209

zbMATH Open1042.62088MaRDI QIDQ4469686FDOQ4469686

Authors: Erhard Reschenhofer, Lakdere Benkherouf 

Publication date: 15 June 2004

Title of this publication is not available (Why is that?)

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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)

Cited In (3)

• A SMOOTHING ALGORITHM FOR NONLINEAR TIME SERIES
• Smoothing sudden stops
• Title not available (Why is that?)

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