Selecting the tuning parameter of the ℓ1 trend filter
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DOI: 10.1515/snde-2014-0089
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Cited by:
- Hiroshi Yamada & Ruixue Du, 2018. "Some Results on ℓ 1 Polynomial Trend Filtering," Econometrics, MDPI, vol. 6(3), pages 1-10, July.
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