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On the functional Hodrick-Prescott filter with non-compact operators - MaRDI portal

On the functional Hodrick-Prescott filter with non-compact operators (Q254482)

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scientific article; zbMATH DE number 6551875
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On the functional Hodrick-Prescott filter with non-compact operators
scientific article; zbMATH DE number 6551875

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    On the functional Hodrick-Prescott filter with non-compact operators (English)
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    8 March 2016
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    inverse problems
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    adaptive estimation
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    Hodrick-Prescott filter
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    smoothing
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    trend extraction
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    Gaussian measures on a Hilbert space
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