Spline functions and stochastic filtering

DOI10.1214/AOS/1176348259zbMATH Open0729.62092OpenAlexW2029434312MaRDI QIDQ806879FDOQ806879

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

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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)

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

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