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Functional horseshoe smoothing for functional trend estimation - MaRDI portal

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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