A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix
Author:
Affiliation:
1. Graduate School of Social Sciences, Hiroshima University, Higashi-Hiroshima, Japan
Funder
Japan Society for the Promotion of Science
KAKENHI
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2018.1563183
Reference12 articles.
1. VI.—On the Theory of Graduation
2. Bohlmann, G. 1899. Ein Ausgleichungsproblem, Nachrichten von der gesellschaft der wissenschaften zu gottingen, Mathematisch-Physikalische klasse. 260–71. Goettingen, Germany: Göttinger Digitalisierungszentrum.
3. The Explicit Formula for the Hodrick-Prescott Filter in a Finite Sample
4. A linear transformation and its properties with special applications in time series filtering
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