On the functional Hodrick-Prescott Filter with non-compact operators
(2016) In Random Operators and Stochastic Equations 24(1). p.33-33- Abstract
- We 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 de ned 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/fbb9657d-1286-47c7-b73f-18e5363df276
- author
- Djehiche, Boualem ; Hilbert, Astrid and Nassar, Hiba LU
- publishing date
- 2016
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Inverse problems, adaptive estimation, Hodrick–Prescott filter, smoothing, trend extraction, Gaussian measures on a Hilbert space
- in
- Random Operators and Stochastic Equations
- volume
- 24
- issue
- 1
- pages
- 42 pages
- publisher
- De Gruyter
- external identifiers
-
- scopus:84960539968
- ISSN
- 1569-397X
- DOI
- 10.1515/rose-2016-0003
- language
- English
- LU publication?
- no
- id
- fbb9657d-1286-47c7-b73f-18e5363df276
- date added to LUP
- 2016-09-28 09:55:11
- date last changed
- 2022-03-01 03:59:09
@article{fbb9657d-1286-47c7-b73f-18e5363df276, abstract = {{We 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 de ned 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.}}, author = {{Djehiche, Boualem and Hilbert, Astrid and Nassar, Hiba}}, issn = {{1569-397X}}, keywords = {{Inverse problems; adaptive estimation; Hodrick–Prescott filter; smoothing; trend extraction; Gaussian measures on a Hilbert space}}, language = {{eng}}, number = {{1}}, pages = {{33--33}}, publisher = {{De Gruyter}}, series = {{Random Operators and Stochastic Equations}}, title = {{On the functional Hodrick-Prescott Filter with non-compact operators}}, url = {{http://dx.doi.org/10.1515/rose-2016-0003}}, doi = {{10.1515/rose-2016-0003}}, volume = {{24}}, year = {{2016}}, }