Sequential smoothing for turning point detection with application to financial decisions (Q6570561)
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scientific article; zbMATH DE number 7879452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential smoothing for turning point detection with application to financial decisions |
scientific article; zbMATH DE number 7879452 |
Statements
Sequential smoothing for turning point detection with application to financial decisions (English)
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10 July 2024
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capital gain
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double exponential
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Hodrick-Prescott
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Kalman filter
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kernel smoothing
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local regression
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Standard \& Poor index
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