A trend filtering method closely related to $$\ell _{1}$$ ℓ 1 trend filtering
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/article/10.1007/s00181-017-1349-8/fulltext.html
Reference21 articles.
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3. Han C (2007) Determinants of covariance matrices of differenced AR(1) processes. Econom Theory 23:1248–1253
4. Harchaoui Z, Lévy-Leduc C (2010) Multiple change-point estimation with a total variation penalty. J Am Stat Assoc 105(492):1480–1493
5. Hatanaka M, Yamada H (2003) Co-trending: a statistical system analysis of economic trends. Springer, Tokyo
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS;Econometric Theory;2021-06-11
2. Some Results on ℓ1 Polynomial Trend Filtering;Econometrics;2018-07-10
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