On the spectral properties of matrices associated with trend filters
Year of publication: |
2010
|
---|---|
Authors: | Luati, Alessandra ; Proietti, Tommaso |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 4, p. 1247-1261
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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