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On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
Sardy, Sylvain, (2004)
l1-Penalized Likelihood Smoothing of Volatility Processes allowing for Abrupt Changes
Neto, David, (2009)
Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ
SARDY, SYLVAIN, (2010)