Pages that link to "Item:Q1952084"
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The following pages link to The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084):
Displaying 8 items.
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- Selecting the tuning parameter of the \(\ell_1\) trend filter (Q2691645) (← links)
- A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (Q2691769) (← links)
- An explicit formula for the smoother weights of the Hodrick-Prescott filter (Q2697061) (← links)
- Parametrizations, weights, and optimal prediction (Q5079449) (← links)
- TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787) (← links)
- Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
