Spectral filtering for trend estimation

DOI10.1016/J.LAA.2014.06.035MaRDI QIDQ2341888zbMATH OpenOpenAlexFDO

Authors Marco Donatelli, Alessandra Luati, Andrea Martinelli

Publication date 6 May 2015

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2014.06.035

zbMATH Keywords

smoothingmatrix algebrasfilter designcurrent analysisasymmetric filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Eigenvalues, singular values, and eigenvectors (15A18) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 1446720 (Why is no real title available?)
• A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
• A Note on Antireflective Boundary Conditions and Fast Deblurring Models
• Applications: The Surrogate Henderson Filters in X‐11
• Asymmetric filters for trend-cycle estimation
• Deblurring Images
• Local Regression and Likelihood
• Real time estimation in local polynomial regression, with application to trend-cycle analysis
• Seasonal adjustment with the X-11 method
• Semiparametric Regression
• Spectral analysis of the anti-reflective algebra
• The anti-reflective transform and regularization by filtering
• The asymptotic properties of the spectrum of nonsymmetrically perturbed Jacobi matrix sequences

Cited in

(9)

• A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices
• Optimal preconditioning for image deblurring with anti-reflective boundary conditions
• Elastic trend filtering
• On the spectral properties of matrices associated with trend filters
• Real time estimation in local polynomial regression, with application to trend-cycle analysis
• The smoothness criterion as a trend diagnostic
• A linear transformation and its properties with special applications in time series filtering
• scientific article; zbMATH DE number 2060190 (Why is no real title available?)
• A class of fast and accurate deterministic trend decomposition in the spectral domain using simple and sharp diffusive filters

Describes a project that uses

Uses Software

• KernSmooth
• SemiPar

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