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Spline smoother as a dynamic linear model.

Moyeed, R. A. (1995) Spline smoother as a dynamic linear model. Australian Journal of Statistics, 37 (2). pp. 193-204.

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Abstract

The paper shows how a finite dimensional representation of a cubic smoothing spline can be put in the framework of a dynamic linear model. The formulation provides an updating scheme when observations do not occur sequentially in time or space.

Item Type: Article
Journal or Publication Title: Australian Journal of Statistics
Uncontrolled Keywords: Bayesian inference ; • B-splines ; • Kalman filter ; • spline smoothing.
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Mathematics and Statistics
ID Code: 19588
Deposited By: ep_ss_importer
Deposited On: 13 Nov 2008 12:08
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 15:32
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/19588

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