A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process
type: Item
instance of: scholarly article
title: A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process
zbMATH Open document ID: 0627.65010
DOI: 10.1137/0908004
author: Robert Kohn
author: Craig F. Ansley
published in: SIAM Journal on Scientific and Statistical Computing
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 65D10
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65D07
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 4020298
zbMATH Keywords: cross validation
zbMATH Keywords: Kalman filter
zbMATH Keywords: maximum likelihood
zbMATH Keywords: fixed interval smoothing
zbMATH Keywords: efficient algorithm
zbMATH Keywords: optimal spline smoothing
zbMATH Keywords: stochastic process
zbMATH Keywords: Bayesian confidence intervals
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/0908004
OpenAlex ID: W2008827410
description: scientific article