On a graduation problem involving both the Hodrick-Prescott filter and optimal spline smoothing (Q2888991)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a graduation problem involving both the Hodrick-Prescott filter and optimal spline smoothing |
scientific article; zbMATH DE number 6042816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a graduation problem involving both the Hodrick-Prescott filter and optimal spline smoothing |
scientific article; zbMATH DE number 6042816 |
Statements
4 June 2012
0 references
adaptive estimation
0 references
Gaussian process
0 references
B-spline function
0 references
optimal approximating splines
0 references
Hodrick-Prescott filter
0 references
Leser filter
0 references
noise-to-signal ratio
0 references
smoothing
0 references
trend extraction
0 references
generalized cross validation
0 references
0.9120381
0 references
0.8898537
0 references
0 references
0.87305814
0 references
0.87118816
0 references
0.86558884
0 references
0.85279095
0 references
0.8411783
0 references
On a graduation problem involving both the Hodrick-Prescott filter and optimal spline smoothing (English)
0 references
