A note on Whittaker-Henderson graduation: bisymmetry of the smoother matrix

DOI10.1080/03610926.2018.1563183MaRDI QIDQ5077376zbMATH OpenOpenAlexWikidataFDO

Authors Hiroshi Yamada

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1563183

zbMATH Keywords

bisymmetrycentrosymmetryHodrick-Prescott filtersmoother matrixWhittaker-Henderson graduation

Mathematics Subject Classification ID

Statistics (62-XX) Nonparametric estimation (62G05)

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Cites work

• A linear transformation and its properties with special applications in time series filtering
• An extension of the Whittaker-Henderson method of graduation
• Efficient computation for Whittaker-Henderson smoothing
• scientific article; zbMATH DE number 2148201 (Why is no real title available?)

Cited in

(4)

• A state space formulation of Whittaker graduation, with extensions
• On smoothness terms in multidimensional Whittaker graduation
• An extension of the Whittaker-Henderson method of graduation
• Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters

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