A linear transformation and its properties with special applications in time series filtering

DOI10.1016/S0024-3795(03)00397-5zbMath1072.62091OpenAlexW2039342794MaRDI QIDQ1881061

Estela Bee Dagum, Alessandra Luati

Publication date: 4 October 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(03)00397-5

zbMATH Keywords

centrosymmetric matricestrend cycle estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear transformations, semilinear transformations (15A04) Basic linear algebra (15A99)

Related Items

A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix ⋮ Econometric methods of signal extraction ⋮ ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS ⋮ A note on the statistical properties of nonparametric trend estimators by means of smoothing matrices ⋮ A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation

Uses Software

• KernSmooth

Cites Work

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• Some Problems of Stochastic Processes in Genetics
• ON CENTROSYMMETRIC AND CENTROSKEW MATRICES
• Some Early Work on the Duality Between Points and Lines
• Centrosymmetric (Cross-Symmetric) Matrices, Their Basic Properties, Eigenvalues, and Eigenvectors
• Classroom Note:Centrosymmetric Matrices
• Odd-Even Factorization Results for Eigenvalue Problems
• Numerical Solution of the Inverse Eigenvalue Problem for Real Symmetric Toeplitz Matrices
• Generalized Reflexive Matrices: Special Properties and Applications
• Parallel algorithms for linear models. Numerical methods and estimation problems

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