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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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: Journal Article
Journal or Publication Title: Australian Journal of Statistics
Uncontrolled Keywords: /dk/atira/pure/researchoutput/libraryofcongress/qa
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: 22 Jun 2019 02:02
URI: https://eprints.lancs.ac.uk/id/eprint/19588

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