Spline functions and stochastic filtering

DOI10.1214/AOS/1176348259MaRDI QIDQ806879zbMATHOpenAlexFDO

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)

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Cited in

(8)

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

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