On the functional Hodrick–Prescott filter with non-compact operators
2016 ◽
Vol 24
(1)
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Keyword(s):
AbstractWe study a version of the functional Hodrick–Prescott filter in the case when the associated operator is not necessarily compact but merely closed and densely defined with closed range. We show that the associated optimal smoothing operator preserves the structure obtained in the compact case when the underlying distribution of the data is Gaussian.
2017 ◽
Vol 25
(2)
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2008 ◽
Vol 2
(3)
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pp. 453-462
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Keyword(s):
2017 ◽
Vol 33
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pp. 43-51
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Keyword(s):