A modification of the Whittaker–Henderson method of graduation

DOI10.1080/03610926.2018.1481974OpenAlexW2899321330WikidataQ129074598 ScholiaQ129074598MaRDI QIDQ5866115

Hiroshi Yamada, Ruixue du

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/10.1080/03610926.2018.1481974

zbMATH Keywords

Hodrick-Prescott filterpenalized least squaresWhittaker-Henderson method of graduation

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (1)

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

Cites Work

• Efficient computation for Whittaker-Henderson smoothing
• An extension of the Whittaker–Henderson method of graduation
• A small but practically useful modification to the Hodrick–Prescott filtering: A note

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