The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing

DOI10.2307/2287113MaRDI QIDQ3321284zbMATH OpenOpenAlexFDO

Authors William E. Wecker, Craig F. Ansley

Publication date 1983

Full work available at URL https://doi.org/10.2307/2287113

zbMATH Keywords

confidence boundsexact maximum likelihood estimatorKalman filter approachMarkov structuresnonlinear regressionnonparametric regressionpolynomial splinesrecursive algorithmssignal extraction approachstate space formulationWiener process

Mathematics Subject Classification ID

Spline approximation (41A15) Nonparametric inference (62G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(61)

• Bayesian multiscale analysis for time series data
• Signal extraction and filtering by linear semiparametric methods
• Estimation of trend in state-space models: asymptotic mean square error and rate of convergence
• The hat matrix for smoothing splines
• Diagnostics for penalized least-squares estimators
• Estimation of multivariate non-linear time series models
• Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
• A synopsis of the smoothing formulae associated with the Kalman filter
• Detecting shocks: Outliers and breaks in time series
• Is \(C_{p}\) an empirical Bayes method for smoothing parameter choice?
• Semiparametric approaches to signal extraction problems in economic time series
• A simple smoothing spline, III
• A state-space approach to polygonal line regression
• Selection criteria for scatterplot smoothers
• Smoothing and mixed models
• A note on smoothing parameter selection for penalized spline smoothing
• Splines from a Bayesian point of view
• Integrating noisy data
• Improved inference in nonparametric regression using \(L_ k\)-smoothing splines
• Using recursive algorithms for the efficient identification of smoothing spline ANOVA models
• Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
• Extracting common pulse-like signals from multiple ice core time series
• From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression
• Shape-preserving approximation of multiscale univariate data by cubic \(L_1\) spline fits
• Smoothing sample extremes with dynamic models
• Smoothing spline based tests for nonlinearity in a partially linear model
• A direct derivation of the interpolation smoother
• Nonparametric smoothing using state space techniques
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Functional mixed effects models
• Continuous‐time modelling of irregularly spaced panel data using a cubic spline model
• On the second-order random walk model for irregular locations
• Random-effect models with singular precision
• Penalized regression with model-based penalties
• Bayesian inference for additive mixed quantile regression models
• Some characteristics on the selection of spline smoothing parameter
• Accuracy and efficiency of alternative spline smoothing algorithms
• Stochastic dynamic models and Chebyshev splines
• Two-stage signal restoration based on a modified median filter
• Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
• Comparing parameter choice methods for regularization of ill-posed problems
• Non-parametric hypothesis testing procedures and applications to demand analysis
• A smoothing spline based test of model adequacy in polynomial regression
• Reproducing Kernel Hilbert Spaces for Penalized Regression: A Tutorial
• Smoothing noisy data with spline functions
• Fast spline smoothing via spectral factorization concepts
• Resolving the ambiguity of random‐effects models with singular precision matrix
• A stabilized and versatile spatial prediction method for geostatistical models
• Dynamic logistic state space prediction model for clinical decision making
• Functional Mixed Effects Clustering with Application to Longitudinal Urologic Chronic Pelvic Pain Syndrome Symptom Data
• Dynamic hierarchical state space forecasting
• Process convolution approaches for modeling interacting trajectories
• Modeling diurnal hormone profiles by hierarchical state space models
• An improved \(C_p\) criterion for spline smoothing
• A flexible approach to parametric inference in nonlinear and time varying time series models
• The ARMA model in state space form
• Bayesian adaptive smoothing splines using stochastic differential equations
• Precise asymptotics of error variance estimator in partially linear models
• Computing observation weights for signal extraction and filtering
• Bayesian multiscale feature detection of log-spectral densities
• Bayesian smoothing spline analysis of variance

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