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On the functional Hodrick-Prescott Filter with non-compact operators

Djehiche, Boualem ; Hilbert, Astrid and Nassar, Hiba LU (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.
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author
publishing date
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
2016-10-13 05:14:25
@misc{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},
  keyword      = {Inverse problems,adaptive estimation,Hodrick–Prescott  filter,smoothing,trend extraction,Gaussian measures on a Hilbert space},
  language     = {eng},
  number       = {1},
  pages        = {33--33},
  publisher    = {ARRAY(0x9b6c7c8)},
  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},
  volume       = {24},
  year         = {2016},
}