Spline smoother as a dynamic linear model.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
| <mark>Journal publication date</mark> | 1995 |
|---|---|
| <mark>Journal</mark> | Australian Journal of Statistics |
| Issue number | 2 |
| Volume | 37 |
| Number of pages | 12 |
| Pages (from-to) | 193-204 |
| Publication Status | Published |
| <mark>Original language</mark> | English |
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.