A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces

DOI10.1080/07474938.2012.690674MaRDI QIDQ5080579zbMATH OpenOpenAlexFDO

Authors Estela Bee Dagum, Silvia Bianconcini

Publication date 31 May 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2012.690674

zbMATH Keywords

polynomial kernel regressionreal time analysisrevisionssmoothing cubic splinesspectral properties

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Functional data analysis (62R10)

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Cited in

(4)

• A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices
• scientific article; zbMATH DE number 2060190 (Why is no real title available?)
• Monitoring the direction of the short-term trend of economic indicators
• A new set of asymmetric filters for tracking the short-term trend in real-time

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