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Performance and risk analysis of the Hodrick-Prescott filter
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
2011 (English)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2011.
Series
Trita-MAT, ISSN 1401-2286 ; 15
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-35101OAI: oai:DiVA.org:kth-35101DiVA: diva2:424761
Educational program
Master of Science in Engineering -Engineering Physics
Uppsok
Physics, Chemistry, Mathematics
Available from: 2011-09-23 Created: 2011-06-20 Last updated: 2011-09-23Bibliographically approved

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CiteExportLink to record
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