Data-driven P-Splines under short-range dependence
Year of publication: |
September 2022
|
---|---|
Authors: | Letmathe, Sebastian |
Publisher: |
[Paderborn] : Universität Paderborn, Center for international Economics |
Subject: | P-Splines for time series | selection of the smoothing parameter | iterativeplug-in | Hodrick-Prescott filter | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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