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zbMath0714.62085MaRDI QIDQ3200430

Robert Kohn, Craig F. Ansley

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

equivalence reproducing kernel Hilbert spaces posterior mean optimal interpolation spline smoothing function estimation optimal smoothing Gaussian smoothness prior general signal plus white noise model penalized least squares smoothing structural time series model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Interpolation in approximation theory (41A05) Spline approximation (41A15)

Related Items (5)

An overview of robust Bayesian analysis. (With discussion) ⋮ A multicriteria approach to model specification and estimation ⋮ Splines from a Bayesian point of view ⋮ The theory and application of penalized methods or reproducing kernel Hilbert spaces made easy ⋮ Unnamed Item

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