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

inf-convolution splineskriginglocally homogeneous random fieldsm-spectral measuremultidimensional splinesnoisepartial splinespredictive mean square errorreproducing kernel Hilbert spacesignalsmoothing spline functionsunbiased linear predictorsvariogram

Mathematics Subject Classification ID

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

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Cited in

(9)

• Evaluation of spline functions for digital filtering problems
• Smoothing splines for filtering strongly noised signals
• Splines from a Bayesian point of view
• Smoothing splines using compactly supported, positive definite, radial basis functions
• Computing a family of reproducing kernels for statistical applications
• Semi-reproducing kernel Hilbert spaces, splines and increment kriging
• A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces
• scientific article; zbMATH DE number 269312 (Why is no real title available?)
• Second-order statistics of stochastic spline signals

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