Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (Q1020898)
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scientific article; zbMATH DE number 5560208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter |
scientific article; zbMATH DE number 5560208 |
Statements
Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter (English)
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2 June 2009
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time series
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filtering and smoothing
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time aggregation
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trend estimation
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business cycles
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ARIMA models
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