Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
type: Item
instance of: scholarly article
title: Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
zbMATH Open document ID: 1387.62102
author: Daniela Cortés Toto
author: Hortensia J. Reyes Cervantes
author: Victor M. Guerrero
published in: Statistical Methods and Applications
publication date: 2018-04-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6858998
zbMATH Keywords: autoregressive process of order one
zbMATH Keywords: Hodrick-Prescott filter
zbMATH Keywords: index of smoothness
zbMATH Keywords: penalized least squares
zbMATH Keywords: smoothing parameter
zbMATH Keywords: trend estimation
MaRDI profile type: Publication
full work available at URL: s10260-017-0389-8
OpenAlex ID: W2739230780
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DOI: 10.1007/S10260-017-0389-8
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description: scientific article; zbMATH DE number 6858998