On algorithms for generalised smoothing splines

DOI10.1017/S0334270000005841MaRDI QIDQ3784926zbMATH OpenOpenAlexFDO

Authors Tania Prvan, Michael R. Osborne

Publication date 1988

Published in The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0334270000005841

zbMATH Keywords

efficient and numerically stable algorithmsgeneralized smoothing splineKalman filterReinsch algorithm

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20)

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Cited in

(3)

• Vector-valued Lg-splines. II: Smoothing splines
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Smoothness and conditioning in generalised smoothing spline calculations

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