Some results on ℓ1 polynomial trend filtering
Year of publication: |
September 2018
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Authors: | Yamada, Hiroshi ; Du, Ruixue |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 6.2018, 3, p. 1-10
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Subject: | ℓ1 trend filtering | Hodrick–Prescott filtering | Whittaker–Henderson method of graduation | Lasso regression | basis pursuit denoising | total variation denoising | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics6030033 [DOI] hdl:10419/195464 [Handle] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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