Spline functions and stochastic filtering

DOI10.1214/aos/1176348259zbMath0729.62092OpenAlexW2029434312MaRDI QIDQ806879

Christine Thomas-Agnan

Publication date: 1991

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348259

zbMATH Keywords

signalkrigingnoisevariogramreproducing kernel Hilbert spacemultidimensional splinesinf-convolution splineslocally homogeneous random fieldsm-spectral measurepartial splinespredictive mean square errorsmoothing spline functionsunbiased linear predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Numerical computation using splines (65D07) Inference from stochastic processes and spectral analysis (62M15) Numerical interpolation (65D05) Probabilistic methods, stochastic differential equations (65C99)

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