Mixed interpolating–smoothing splines and the ν-spline
نویسندگان
چکیده
منابع مشابه
Andreas Bloechl: Penalized Splines, Mixed Models and the Wiener-kolmogorov Filter Penalized Splines, Mixed Models and the Wiener-kolmogorov Filter
Penalized splines are widespread tools for the estimation of trend and cycle, since they allow a data driven estimation of the penalization parameter by the incorporation into a linear mixed model. Based on the equivalence of penalized splines and the Hodrick-Prescott filter, this paper connects the mixed model framework of penalized splines to the WienerKolmogorov filter. In the case that tren...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2006
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2005.07.007