A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix

DOI10.1080/03610926.2018.1563183OpenAlexW2912864961WikidataQ128537997 ScholiaQ128537997MaRDI QIDQ5077376

Hiroshi Yamada

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1563183

zbMATH Keywords

Hodrick-Prescott filterbisymmetrycentrosymmetrysmoother matrixWhittaker-Henderson graduation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics (62-XX)

Related Items (1)

TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS

Cites Work

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• Efficient computation for Whittaker-Henderson smoothing
• A linear transformation and its properties with special applications in time series filtering
• An extension of the Whittaker–Henderson method of graduation

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