Citations (9)
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Maddalena Cavicchioli. (2021) A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle. Applied Economics Letters 28:19, pages 1648-1655.
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Giacomo Sbrana. (2021) High-dimensional Holt-Winters trend model: Fast estimation and prediction. Journal of the Operational Research Society 72:3, pages 701-713.
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Hiroshi Yamada & Ruixue Du. (2019) A modification of the Whittaker–Henderson method of graduation. Communications in Statistics - Theory and Methods 48:15, pages 3795-3800.
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Articles from other publishers (6)
Shu Yu, Xiaomei Hou, Changkun Huan & Yongtong Mu. (2023) Comments on the Oyster Aquaculture Industry in China: 1985–2020. Thalassas: An International Journal of Marine Sciences 39:2, pages 875-882.
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Hiroshi Yamada. (2022) Quantile regression version of Hodrick–Prescott filter. Empirical Economics 64:4, pages 1631-1645.
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Hiroshi Yamada. (2021) TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS. Econometric Theory 38:3, pages 419-453.
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Ruixue Du & Hiroshi Yamada. (2020) Principle of Duality in Cubic Smoothing Spline. Mathematics 8:10, pages 1839.
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Hiroshi Yamada. (2020) A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER. Econometric Theory 36:5, pages 961-981.
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Hiroshi Yamada. (2017) A trend filtering method closely related to
$$\ell _{1}$$
ℓ
1
trend filtering. Empirical Economics 55:4, pages 1413-1423.
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