Nonparametric smoothing using state space techniques

Canadian Journal of Statistics

Volumn 29, Issue 1, 2001, Pages 37-50

  Brown, Patrick E ^a   De Jong, Piet ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Diffuse random vectors; Favoured model; Kalman filter smoother; Locally best invariant tests; Penalized least squares; Reinsch algorithm; Smoothations; Spline smoothing

Indexed keywords

EID: 0035626005     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3316049     Document Type: Article

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