Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1
From MaRDI portal
Publication:5866056
DOI10.1080/03610926.2018.1476713OpenAlexW2900586761MaRDI QIDQ5866056
Fatima Tuj Jahra, Hiroshi Yamada
Publication date: 10 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1476713
Related Items (2)
An explicit formula for the smoother weights of the Hodrick-Prescott filter ⋮ A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER
Cites Work
- Efficient computation for Whittaker-Henderson smoothing
- Ridge Regression Representations of the Generalized Hodrick-Prescott Filter
- An extension of the Whittaker–Henderson method of graduation
- Functions of Difference Matrices Are Toeplitz Plus Hankel
- Several least-squares problems related to the Hodrick–Prescott filtering
- Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error
This page was built for publication: Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1
