We study a version of the functional Hodrick-Prescott filter where the associated operator is not necessarily compact, but merely closed and densely defined with closed range. We show that the associate doptimal smoothing operator preserves the structure obtained in the compact case, when the underlying distribution of the data is Gaussian.
NATURVETENSKAP -- Matematik -- Annan matematik (hsv//swe)
NATURAL SCIENCES -- Mathematics -- Other Mathematics (hsv//eng)
NATURVETENSKAP -- Matematik (hsv//swe)
NATURAL SCIENCES -- Mathematics (hsv//eng)
NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)