scientific article

zbMath1274.62585MaRDI QIDQ2888991

Nadji Rahmania, Boualem Djehiche, Mårten Marcus

Publication date: 4 June 2012

Full work available at URL: http://pphmj.com/abstract/6139.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

smoothingGaussian processgeneralized cross validationadaptive estimationHodrick-Prescott filtertrend extractionB-spline functionnoise-to-signal ratiooptimal approximating splinesLeser filter

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric tolerance and confidence regions (62G15)

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