Functional horseshoe smoothing for functional trend estimation (Q6593377)

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scientific article; zbMATH DE number 7901855
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    Functional horseshoe smoothing for functional trend estimation
    scientific article; zbMATH DE number 7901855

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      Functional horseshoe smoothing for functional trend estimation (English)
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      26 August 2024
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      functional time series
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      MCMC
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      shrinkage prior
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      tail robustness
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      trend filtering
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