A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter (Q5160235)
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scientific article; zbMATH DE number 7416429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter |
scientific article; zbMATH DE number 7416429 |
Statements
A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter (English)
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28 October 2021
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adaptive estimation
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functional Hodrick-Prescott filter
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Hilbert space-valued Gaussian random variables
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inverse problems
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smoothing
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