Trend estimation of multivariate time series with controlled smoothness (Q5349196)
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scientific article; zbMATH DE number 6763687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trend estimation of multivariate time series with controlled smoothness |
scientific article; zbMATH DE number 6763687 |
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Trend estimation of multivariate time series with controlled smoothness (English)
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23 August 2017
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generalized least squares
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penalized least squares
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signal extraction
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simulation
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smoothness index
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