An explicit formula for the smoother weights of the Hodrick-Prescott filter (Q2697061)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit formula for the smoother weights of the Hodrick-Prescott filter |
scientific article |
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An explicit formula for the smoother weights of the Hodrick-Prescott filter (English)
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17 April 2023
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Hodrick-Prescott filter
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pentadiagonal Toeplitz matrix
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smoother weights
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Whittaker-Henderson method of graduation
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