Discrete minimum variance smoothing of a polynomial plus random noise

DOI10.1016/0022-247X(71)90210-1zbMath0223.62107MaRDI QIDQ2548148

William F. Trench

Publication date: 1971

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (1)

Strong discrete minimum variance estimation of a polynomial plus random noise

Cites Work

• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Continuous Smoothing with Polynomial Weighting
• On Stability of Linear Smoothing Formulas
• On the Stability of Midpoint Smoothing with Legendre Polynomials
• Bounds on the Generating Functions of Certain Smoothing Operations

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