A NEW ALGORITHM FOR SPLINE SMOOTHING BASED ON SMOOTHING A STOCHASTIC-PROCESS

被引:51
作者
KOHN, R [1 ]
ANSLEY, CF [1 ]
机构
[1] UNIV NEW S WALES,AUSTRALIAN GRAD SCH MANAGEMENT,KENSINGTON,NSW 2033,AUSTRALIA
来源
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1987年 / 8卷 / 01期
关键词
D O I
10.1137/0908004
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:33 / 48
页数:16
相关论文
共 20 条
[1]  
Ansley C. F., 1986, J APPL PROBAB, V23, P391
[2]   ESTIMATION, FILTERING, AND SMOOTHING IN STATE-SPACE MODELS WITH INCOMPLETELY SPECIFIED INITIAL CONDITIONS [J].
ANSLEY, CF ;
KOHN, R .
ANNALS OF STATISTICS, 1985, 13 (04) :1286-1316
[3]  
ANSLEY CF, 1984, 19 U CHIC STAT RES C
[4]  
Box G. E. P., 1973, BAYESIAN INFERENCE S
[5]   SMOOTHING NOISY DATA WITH SPLINE FUNCTIONS [J].
WAHBA, G .
NUMERISCHE MATHEMATIK, 1975, 24 (05) :383-393
[6]  
HOCHSTADT H, 1964, DIFFERENTIAL EQUATIO
[7]   SMOOTHING NOISY DATA WITH SPLINE FUNCTIONS [J].
HUTCHINSON, MF ;
de Hoog, FR .
NUMERISCHE MATHEMATIK, 1985, 47 (01) :99-106
[8]  
KALBFLEI.JD, 1970, J ROY STAT SOC B, V32, P175
[9]   ON THE SMOOTHNESS PROPERTIES OF THE BEST LINEAR UNBIASED ESTIMATE OF A STOCHASTIC-PROCESS OBSERVED WITH NOISE [J].
KOHN, R ;
ANSLEY, CF .
ANNALS OF STATISTICS, 1983, 11 (03) :1011-1017
[10]  
KOHN R, 1986, UNPUB J AM STATIST A, V81