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Trend Extraction From Time Series With Missing Observations [PDF]

open access: yes
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. A practical problem arises, however, when some data points are missing.
Schlicht, Ekkehart
core  

Nonperiodic Hermite-spline-interpolation

open access: yes, 2017
Summary: Nonperiodic Hermite-spline interpolants on an equidistant lattice \(\mathbb{L}:=\{0,1,\dots,N\}\) are represented in the form of vectorial Bézier polynomials. New explicit formulas of the vectorial Bézier coefficients for Hermite-splines of degree \(m\) \((2\leq m\leq 5)\) and defect \(r\) \((2\leq r\leq m)\) are given.
openaire   +2 more sources

Interpolating spline bases

open access: yesJournal of Numerical Analysis and Approximation Theory, 1976
Not available.
openaire   +3 more sources

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