A trend filtering method closely related to l1 trend filtering
Hiroshi Yamada
| Year of publication: |
December 2018
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|---|---|
| Authors: | Yamada, Hiroshi |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 4, p. 1413-1423
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| Subject: | l1 trend filtering | Generalized lasso regression | Hodrick-Prescott filtering | Ridge regression | Penalized least squares | 1d fused lasso | Total variation denoising | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1349-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011950263