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• W1990374698 abstract "Abstract A simple variational approach to the estimation of timeseries is studied in detail and mathematical rigor. The functional in question is a complexity penalized sum of squares. The results include existence and uniqueness of the statistical estimate, as well as continuous dependence and stability in dependence on parameters and data. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)" @default.
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• W1990374698 date "2008-03-10" @default.
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• W1990374698 title "Complexity penalized least squares estimators: Analytical results" @default.
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• W1990374698 doi "https://doi.org/10.1002/mana.200510627" @default.
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