A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process
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Publication:3763464
DOI10.1137/0908004zbMath0627.65010OpenAlexW2008827410MaRDI QIDQ3763464
Publication date: 1987
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0908004
stochastic processKalman filtermaximum likelihoodefficient algorithmcross validationoptimal spline smoothingfixed interval smoothingBayesian confidence intervals
Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)
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