l1common trend filtering: an extension

DOI10.1080/00949655.2022.2144314OpenAlexW4309859582MaRDI QIDQ6074131

Kazuhiko Hayakawa, Hiroshi Yamada, Unnamed Author

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2022.2144314

zbMATH Keywords

common trend\(\ell_1\) trend filteringtriangular system representationidentifying restrictionpiecewise linear trend

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics (62-XX)

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