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Estimating trends with percentage of smoothness chosen by the user - MaRDI portal

Estimating trends with percentage of smoothness chosen by the user (Q6574224)

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scientific article; zbMATH DE number 7882744
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English
Estimating trends with percentage of smoothness chosen by the user
scientific article; zbMATH DE number 7882744

    Statements

    Estimating trends with percentage of smoothness chosen by the user (English)
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    18 July 2024
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    Hodrick-Prescott filter
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    Kalman filter
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    penalized least squares
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    relative precision
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    signal extraction
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    smooth curve
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    smoothness index
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    time series models
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