A Time Series Approach to Numerical Differentiation
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Cited in
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- A rationale for the numerical differentiation of experimental data
- The inverse M-matrix problem
- Interaction models for functional regression
- Improved estimates of statistical regularization parameters in Fourier differentiation and smoothing
- Selection criteria for scatterplot smoothers
- Inference and computation with generalized additive models and their extensions
- Numerical differentiation procedures for non-exact data
- Gaussian elimination is stable for the inverse of a diagonally dominant matrix
- Automatic numerical differentiation by discrete mollification
- Smoothing noisy data with spline functions
- On complex-valued 2D eikonals. IV: continuation past a caustic
- Gradient boosting for linear mixed models
- Whittaker-Henderson smoothing revisited: a modern statistical framework for practical use
- On the degrees of freedom of the smoothing parameter
- Backward error analysis for linear systems associated with inverses of H- matrices
- Penalised spline estimation for generalised partially linear single-index models
- Numerical experimentation with time-series methods for convolution integral equation
- Discrete stability analysis of the mollification method for numerical differentiation
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