Selecting the tuning parameter of the l1 trend filter
Hiroshi Yamada and Gawon Yoon
| Year of publication: |
2016
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|---|---|
| Authors: | Yamada, Hiroshi ; Yoon, Gawon |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 1, p. 97-105
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| Subject: | Hodrick-Prescott filter | lasso | l1 trend filter | sparsity | tuning parameter | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2014-0089 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011431307