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scientific article; zbMATH DE number 1687768
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Modeling and smoothing unequally spaced sequence data
scientific article; zbMATH DE number 1687768

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    Modeling and smoothing unequally spaced sequence data (English)
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    16 September 2002
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    Sequence data are pairs \((y_i,x_i)\), \(i=1,2,\dots,n\), where the \(x_i\) (usually time, with \(x_i\leq x_{i+1})\) serve to order the variable of interest \(y_i\). The application of a state space model to unequally spaced sequence data is discussed and illustrated by the authors.
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    sequence data
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    state space model
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    unequally spaced sequence data
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