Search for dissertations about: "Hodrick-Prescott Filter"
Found 3 swedish dissertations containing the words Hodrick-Prescott Filter.
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1. The Hodrick-Prescott Filter : Functional aspects and statistical estimation
Abstract : .... READ MORE
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2. Functional Hodrick-Prescott Filter
Abstract : The study of functional data analysis is motivated by their applications in various fields of statistical estimation and statistical inverse problems.In this thesis we propose a functional Hodrick-Prescott filter. This filter is applied to functional data which take values in an infinite dimensional separable Hilbert space. READ MORE
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3. Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series
Abstract : Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. READ MORE