P-splines using derivative information

DOI10.1137/090768102MaRDI QIDQ3067581zbMATH OpenOpenAlexWikidataFDO

Authors Christopher P. Calderon, J. Martínez, Raymond J. Carroll, Danny C. Sorensen

Publication date 21 January 2011

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3117255

zbMATH Keywords

penalized-splinessemiparametric regressiontime-inhomogeneous stochastic differential equation modeling

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Applications of statistics to physics (62P35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Biophysics (92C05)

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