Spectral filtering for trend estimation

DOI10.1016/j.laa.2014.06.035zbMath1312.62117OpenAlexW2000407221MaRDI QIDQ2341888

Andrea Martinelli, Marco Donatelli, Alessandra Luati

Publication date: 6 May 2015

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

Full work available at URL: https://doi.org/10.1016/j.laa.2014.06.035

zbMATH Keywords

smoothingmatrix algebrasfilter designcurrent analysisasymmetric filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (1)

Optimal preconditioning for image deblurring with anti-reflective boundary conditions

Uses Software

• KernSmooth
• SemiPar

Cites Work

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• The asymptotic properties of the spectrum of nonsymmetrically perturbed Jacobi matrix sequences
• Real time estimation in local polynomial regression, with application to trend-cycle analysis
• Spectral analysis of the anti-reflective algebra
• The Anti-Reflective Transform and Regularization by Filtering
• Deblurring Images
• A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
• Local Regression and Likelihood
• Semiparametric Regression
• A Note on Antireflective Boundary Conditions and Fast Deblurring Models
• Applications: The Surrogate Henderson Filters in X‐11
• Seasonal adjustment with the X-11 method

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