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Search: subject:"trend filtering"
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2
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1
L1 common
trend
filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
2
Dynamic asset allocation strategy : an economic regime approach
Kim, Min Jeong
;
Kwon, Dohyoung
- In:
The journal of asset management : a major new, …
24
(
2023
)
2
,
pp. 136-147
Persistent link: https://www.econbiz.de/10014251522
Saved in:
3
ℓ0
trend
filtering
Wen, Canhong
;
Wang, Xueqin
;
Zhang, Aijun
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
6
,
pp. 1491-1510
Persistent link: https://www.econbiz.de/10014471534
Saved in:
4
Sparse HP filter: Finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
-
2020
trend
filtering
method that is a variant of the Hodrick-Prescott (HP) filter, constrained by the number of possible kinks …
Persistent link: https://www.econbiz.de/10012621109
Saved in:
5
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
-
2020
Persistent link: https://www.econbiz.de/10012236276
Saved in:
6
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
-
2020
trend
filtering
method that is a variant of the Hodrick-Prescott (HP) filter, constrained by the number of possible kinks …
Persistent link: https://www.econbiz.de/10012237183
Saved in:
7
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
-
2020
Persistent link: https://www.econbiz.de/10014311259
Saved in:
8
Some results on ℓ1 polynomial
trend
filtering
Yamada, Hiroshi
;
Du, Ruixue
- In:
Econometrics
6
(
2018
)
3
,
pp. 1-10
ℓ1 polynomial
trend
filtering
, which is a filtering method described as an ℓ1-norm penalized least-squares problem, is …
Persistent link: https://www.econbiz.de/10011995228
Saved in:
9
Some results on ℓ1 polynomial
trend
filtering
Yamada, Hiroshi
;
Du, Ruixue
- In:
Econometrics : open access journal
6
(
2018
)
3
,
pp. 1-10
ℓ1 polynomial
trend
filtering
, which is a filtering method described as an ℓ1-norm penalized least-squares problem, is …
Persistent link: https://www.econbiz.de/10011887661
Saved in:
10
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
Saved in:
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