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Title: A consistent estimator of the smoothing operator in the functional Hodrick-Prescott filter Authors:  Hiba Nassar - Lund University (Sweden) [presenting]
Abstract: A version of the functional Hodrick-Prescott filter for functional time series is presented. We show that the associated optimal smoothing operator preserves the noise-to-signal ratio structure. Moreover, as the main result, we propose a consistent estimator of this optimal smoothing operator.