A state space formulation of Whittaker graduation, with extensions
From MaRDI portal
Publication:1318543
DOI10.1016/0167-6687(93)90529-XzbMath0789.62090OpenAlexW2089502842MaRDI QIDQ1318543
Publication date: 27 March 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(93)90529-x
Kalman filterWhittaker graduationsmoothing methodlife tablesnon-parametric regressionstate space formautomatic methoddynamic regression analysisparametric curve fitting methods
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items
Data graduation based on statistical time series methods, Efficient computation for Whittaker-Henderson smoothing, An extension of the Whittaker–Henderson method of graduation
Cites Work