All Stories

  1. A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix

    Article • Communication in Statistics- Theory and Methods, January 2019, Taylor & Francis

    Hiroshi Yamada

  2. An explicit formula for the smoother weights of the Hodrick–Prescott filter

    Article • Studies in Nonlinear Dynamics & Econometrics, January 2019, De Gruyter

    Hiroshi Yamada

  3. Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1

    Article • Communication in Statistics- Theory and Methods, November 2018, Taylor & Francis

    Hiroshi Yamada

  4. A modification of the Whittaker–Henderson method of graduation

    Article • Communication in Statistics- Theory and Methods, October 2018, Taylor & Francis

    Hiroshi Yamada

  5. A New Method for Specifying the Tuning Parameter of ℓ1 Trend Filtering

    Article • Studies in Nonlinear Dynamics & Econometrics, May 2018, De Gruyter

    Hiroshi Yamada

  6. Selecting the tuning parameter of the ℓ1 trend filter

    Article • Studies in Nonlinear Dynamics & Econometrics, January 2016, De Gruyter

    Hiroshi Yamada