Econometrics 2018, 6(3), 33; https://doi.org/10.3390/econometrics6030033
Some Results on ℓ1 Polynomial Trend Filtering
Graduate School of Social Sciences, Hiroshima University, 1-2-1 Kagamiyama, Higashi-Hiroshima 739-8525, Japan
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Received: 22 May 2018 / Revised: 30 June 2018 / Accepted: 4 July 2018 / Published: 10 July 2018
(This article belongs to the Special Issue Filtering)
Abstract
Keywords:
ℓ1 trend filtering; Hodrick–Prescott filtering; Whittaker–Henderson method of graduation; Lasso regression; basis pursuit denoising; total variation denoising
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Yamada, H.; Du, R. Some Results on ℓ1 Polynomial Trend Filtering. Econometrics 2018, 6, 33.
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