Boosting the HP filter for trending time series with long-range dependence
Eva Biswas, Farzad Sabzikar, and Peter C.B. Phillips
| Year of publication: |
2024
|
|---|---|
| Authors: | Biswas, Eva ; Sabzikar, Farzad ; Phillips, Peter C. B. |
| Subject: | Boosting | Brownian motion | fractional process | HP filter | long-range dependence | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2024.2380704 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196426