Article
Publicly Available
On the functional Hodrick–Prescott filter with non-compact operators
-
Boualem Djehiche
and
Hiba Nassar
Published/Copyright:
February 5, 2016
Received: 2014-12-10
Accepted: 2015-8-15
Published Online: 2016-2-5
Published in Print: 2016-3-1
© 2016 by De Gruyter
Articles in the same Issue
- Frontmatter
- Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
- QWN-first-order Wick differential operators and an associated transport equation
- On the functional Hodrick–Prescott filter with non-compact operators
- Canonical equations K62, K63, K64 and K65 for random non-Hermitian matrices A+B(U+γH)C, the Upturned Stools Law, the Upturned Stool Without Seat Law and Doughnut Law density
- Global analysis of a deterministic and stochastic nonlinear SIRS epidemic model with saturated incidence rate
Keywords for this article
Inverse problems;
adaptive estimation;
Hodrick–Prescott filter;
smoothing;
trend extraction;
Gaussian measures on a Hilbert space
Articles in the same Issue
- Frontmatter
- Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
- QWN-first-order Wick differential operators and an associated transport equation
- On the functional Hodrick–Prescott filter with non-compact operators
- Canonical equations K62, K63, K64 and K65 for random non-Hermitian matrices A+B(U+γH)C, the Upturned Stools Law, the Upturned Stool Without Seat Law and Doughnut Law density
- Global analysis of a deterministic and stochastic nonlinear SIRS epidemic model with saturated incidence rate
