A functional Hodrick–Prescott filter
Work
Year: 2016
Type: article
Abstract: We propose a functional version of the Hodrick–Prescott filter for functional data which take values in an infinite-dimensional separable Hilbert space. We further characterize the associated optimal... more
Authors Boualem Djehiche, Hiba Nassar
Institutions KTH Royal Institute of Technology, Linnaeus University
Cites: 41
Cited by: 3
Related to: 10
FWCI: 0.563
Citation percentile (by year/subfield): 51.74
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green