SPLINE SMOOTHER AS A DYNAMIC LINEAR MODEL

DOI10.1111/J.1467-842X.1995.TB00653.XMaRDI QIDQ4862425zbMATH OpenWikidataFDO

Authors Rana A. Moyeed

Publication date 23 June 1996

Published in Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

Kalman filter\(B\)-splinesdynamic linear modelupdating schemefinite-dimensional representationcubic smoothing spline

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Inference from stochastic processes and prediction (62M20) Numerical smoothing, curve fitting (65D10)

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Cited in

(2)

• LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES
• Regime-switching models of time series with cubic spline transition function in geodetic appli\-cation.

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