SPLINE SMOOTHER AS A DYNAMIC LINEAR MODEL

DOI10.1111/J.1467-842X.1995.TB00653.XzbMATH Open0839.62045WikidataQ57194390 ScholiaQ57194390MaRDI QIDQ4862425FDOQ4862425

Rana A. Moyeed

Publication date: 23 June 1996

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

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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)

Cited In (1)

• LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES

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