Spline functions and stochastic filtering

DOI10.1214/AOS/1176348259MaRDI QIDQ806879zbMATH OpenOpenAlexFDO

Authors Christine Thomas-Agnan

Publication date 1991

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348259

zbMATH Keywords

noisesignalreproducing kernel Hilbert spacekrigingvariogrammultidimensional splinesinf-convolution splineslocally homogeneous random fieldsm-spectral measurepartial splinespredictive mean square errorsmoothing spline functionsunbiased linear predictors

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Numerical computation using splines (65D07) Inference from stochastic processes and spectral analysis (62M15) Numerical interpolation (65D05)

Recommendations

• Smoothing splines for filtering strongly noised signals
• Statistical Estimates for Generalized Splines
• Control theoretic smoothing splines are approximate linear filters
• scientific article; zbMATH DE number 3940596
• scientific article; zbMATH DE number 4000642

Cited in

(8)

• Smoothing splines using compactly supported, positive definite, radial basis functions
• Semi-reproducing kernel Hilbert spaces, splines and increment kriging
• Smoothing splines for filtering strongly noised signals
• Splines from a Bayesian point of view
• A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces
• Computing a family of reproducing kernels for statistical applications
• Second-order statistics of stochastic spline signals
• Evaluation of spline functions for digital filtering problems

This page was built for publication: Spline functions and stochastic filtering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q806879)