Stochastic dynamic models and Chebyshev splines

DOI10.1002/cjs.11233zbMath1309.60057OpenAlexW2004895917WikidataQ35671409 ScholiaQ35671409MaRDI QIDQ5175766

Bin Zhu, Yuedong Wang, Ru-Zong Fan

Publication date: 25 February 2015

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4451187

zbMATH Keywords

smoothing splinesBrownian motionstochastic differential equationsOrnstein-Uhlenbeck processreproducing kernel Hilbert spaceChebyshev splines

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic integrals (60H05)

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Uses Software

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