Efficient computation for Whittaker-Henderson smoothing

Computational Statistics and Data Analysis

Volumn 52, Issue 2, 2007, Pages 959-974

  Weinert, Howard L ^a  

^a JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Cross validation; Graduation; Hodrick Prescott filter; Smoothing

Indexed keywords

DATA STORAGE EQUIPMENT; MATLAB; PROBLEM SOLVING; SIGNAL FILTERING AND PREDICTION;

CROSS VALIDATION; GRADUATION; HODRICK PRESCOTT FILTER; M FILES; WHITTAKER HENDERSON SMOOTHING;

LEARNING ALGORITHMS;

EID: 35148827721     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.11.038     Document Type: Article

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