Estimation of the Smoothing Parameters in the HPMV Filter (Q3007939)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Smoothing Parameters in the HPMV Filter |
scientific article |
Statements
Estimation of the Smoothing Parameters in the HPMV Filter (English)
0 references
17 June 2011
0 references
adaptive estimation
0 references
Gaussian process
0 references
Hodrick-Prescott filter
0 references
signal-to -noise ratio
0 references
orthogonal parametrization
0 references
output gap
0 references
potential output
0 references
detrending
0 references
unobserved components models
0 references
