A functional Hodrick-Prescott filter

Djehiche, B; Nassar, H

Nassar, H (reprint author), Linnaeus Univ, Sch Comp Sci Phys & Math, Vejdesplats 7, SE-35195 Vaxjo, Sweden.

JOURNAL OF INVERSE AND ILL-POSED PROBLEMS, 2017; 25 (2): 135

Abstract

We propose a functional version of the Hodrick-Prescott filter for functional data which take values in an infinite-dimensional separable Hilbert spac......

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