Sökning: "Hodrick-Prescott Filter"
Hittade 3 avhandlingar innehållade orden Hodrick-Prescott Filter.
1. The Hodrick-Prescott Filter : Functional aspects and statistical estimation
Sammanfattning : .... LÄS MER
2. Functional Hodrick-Prescott Filter
Sammanfattning : The study of functional data analysis is motivated by their applications in various fields of statistical estimation and statistical inverse problems.In this thesis we propose a functional Hodrick-Prescott filter. This filter is applied to functional data which take values in an infinite dimensional separable Hilbert space. LÄS MER
3. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series
Sammanfattning : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. LÄS MER