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Smoothing a Time Series by Segments of the Data Range - MaRDI portal

Smoothing a Time Series by Segments of the Data Range (Q2797837)

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scientific article; zbMATH DE number 6561892
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English
Smoothing a Time Series by Segments of the Data Range
scientific article; zbMATH DE number 6561892

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    Smoothing a Time Series by Segments of the Data Range (English)
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    1 April 2016
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    comparability
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    generalized least squares
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    graduation
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    Hodrick-Prescott filter
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    smoothing parameter
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