Pages that link to "Item:Q5859559"

The following pages link to A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER (Q5859559):

Displaying 11 items.

• Smoothing non-stationary time series using the discrete cosine transform (Q328074) (← links)
• A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898) (← links)
• The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084) (← links)
• A frequency selective filter for short-length time series (Q2575451) (← links)
• The Holt-Winters filter and the one-sided HP filter: a close correspondence (Q2681815) (← links)
• Several least-squares problems related to the Hodrick–Prescott filtering (Q4639096) (← links)
• TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS (Q5081787) (← links)
• A pioneering study on discrete cosine transform (Q5093719) (← links)
• Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter (Q5695133) (← links)
• A unified perspective on some autocorrelation measures in different fields: a note (Q6049702) (← links)