Estimating trends with percentage of smoothness chosen by the user
type: Item
instance of: scholarly article
title: Estimating trends with percentage of smoothness chosen by the user
author: Victor M. Guerrero
published in: International Statistical Review
publication date: 2024-07-18T00:00:00Z
Mathematics Subject Classification ID: 62Mxx
Mathematics Subject Classification ID: 91Bxx
Mathematics Subject Classification ID: 62Pxx
zbMATH DE Number: 7882744
zbMATH Keywords: Hodrick-Prescott filter
zbMATH Keywords: Kalman filter
zbMATH Keywords: penalized least squares
zbMATH Keywords: relative precision
zbMATH Keywords: signal extraction
zbMATH Keywords: smooth curve
zbMATH Keywords: smoothness index
zbMATH Keywords: time series models
MaRDI profile type: MaRDI publication profile
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DOI: 10.1111/J.1751-5823.2008.00047.X
description: scientific article; zbMATH DE number 7882744