Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling (Q1661291)

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Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling
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    Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling (English)
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    16 August 2018
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    detrending a time series
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    adaptive detrending with ARMA modeling
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    penalty functions
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    noncausal filtering techniques
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