A Functional Hodrick-Prescott Filter
(2017) In Journal of Inverse and Ill-Posed Problems (JIIP) 25(2). p.135-148- Abstract
- We propose a functional version of the Hodrick–Prescott filter for functional data which take values in an in nite-dimensional separable Hilbert space. We further characterize the associated optimal smooth- ing operator when the associated linear operator is compact and 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/123944b3-a896-41f6-bbc8-9efe77fed866
- author
- Nassar, Hiba LU and Djehiche, Boualem
- publishing date
- 2017
- type
- Contribution to journal
- publication status
- published
- keywords
- Inverse problems, adaptive estimation, Hodrick–Prescott filter, smoothing, signal extraction, Gaussian measures on a Hilbert space
- in
- Journal of Inverse and Ill-Posed Problems (JIIP)
- volume
- 25
- issue
- 2
- pages
- 135 - 148
- publisher
- De Gruyter
- external identifiers
-
- scopus:85016837758
- ISSN
- 0928-0219
- DOI
- 10.1515/jiip-2015-0111
- language
- English
- LU publication?
- no
- id
- 123944b3-a896-41f6-bbc8-9efe77fed866
- date added to LUP
- 2016-09-28 09:07:30
- date last changed
- 2023-10-26 15:01:24
@article{123944b3-a896-41f6-bbc8-9efe77fed866, abstract = {{We propose a functional version of the Hodrick–Prescott filter for functional data which take values in an in nite-dimensional separable Hilbert space. We further characterize the associated optimal smooth- ing operator when the associated linear operator is compact and the underlying distribution of the data is Gaussian.}}, author = {{Nassar, Hiba and Djehiche, Boualem}}, issn = {{0928-0219}}, keywords = {{Inverse problems; adaptive estimation; Hodrick–Prescott filter; smoothing, signal extraction; Gaussian measures on a Hilbert space}}, language = {{eng}}, number = {{2}}, pages = {{135--148}}, publisher = {{De Gruyter}}, series = {{Journal of Inverse and Ill-Posed Problems (JIIP)}}, title = {{A Functional Hodrick-Prescott Filter}}, url = {{http://dx.doi.org/10.1515/jiip-2015-0111}}, doi = {{10.1515/jiip-2015-0111}}, volume = {{25}}, year = {{2017}}, }