Trend smoothness achieved by penalized least squares with the smoothing parameter chosen by optimality criteria
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Publication:2974951
DOI10.1080/03610918.2015.1005236zbMath1462.62529OpenAlexW2321066907MaRDI QIDQ2974951
Hortensia J. Reyes, Daniela Cortés Toto, Victor M. Guerrero
Publication date: 11 April 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2015.1005236
Hodrick-Prescott filtertrend estimationpenalized least squaressmoothing parametertime series decompositionpercentage of smoothness
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Cites Work
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