A Time Series Approach to Numerical Differentiation
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Cited in
(19)- The inverse M-matrix problem
- Gradient boosting for linear mixed models
- Numerical experimentation with time-series methods for convolution integral equation
- Automatic numerical differentiation by discrete mollification
- Selection criteria for scatterplot smoothers
- Computational experience with the spectral smoothing method for differentiating noisy data
- Improved estimates of statistical regularization parameters in Fourier differentiation and smoothing
- Interaction models for functional regression
- On complex-valued 2D eikonals. IV: continuation past a caustic
- Numerical differentiation procedures for non-exact data
- Penalised spline estimation for generalised partially linear single-index models
- Discrete stability analysis of the mollification method for numerical differentiation
- Error analysis for the stereological estimation of sphere size distribution: Abel type integral equation
- Inference and computation with generalized additive models and their extensions
- Finite element approximation of regularized solutions of the inverse potential problem of electrocardiography and applications to experimental data
- Backward error analysis for linear systems associated with inverses of H- matrices
- Smoothing noisy data with spline functions
- Gaussian elimination is stable for the inverse of a diagonally dominant matrix
- A rationale for the numerical differentiation of experimental data
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