Function estimation with locally adaptive dynamic models

DOI10.1007/s001800200121zbMath1037.62035OpenAlexW1912628714MaRDI QIDQ1424615

Eva-Maria Fronk, Ludwig Fahrmeir, Stefan Lang

Publication date: 16 March 2004

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bvb:19-epub-1524-6

zbMATH Keywords

splinesBayesian inferenceGibbs samplingstate space modeladaptive smoothingMarkov Chain Monte-Carlo methodrandom walk priorsunsmooth functions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

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Uses Software

• Fahrmeir

Cites Work

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