scientific article; zbMATH DE number 4176286

MaRDI QIDQ3200430zbMATHFDO

Authors Robert Kohn, Craig F. Ansley

Publication date 1988

zbMATH Keywords

reproducing kernel Hilbert spacesequivalenceposterior meanoptimal interpolationspline smoothingfunction estimationoptimal smoothingGaussian smoothness priorgeneral signal plus white noise modelpenalized least squares smoothingstructural time series model

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Interpolation in approximation theory (41A05) Spline approximation (41A15)

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