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Spline smoother as a dynamic linear model.

Research output: Contribution to journalJournal article

Published
<mark>Journal publication date</mark>1995
<mark>Journal</mark>Australian Journal of Statistics
Issue number2
Volume37
Number of pages12
Pages (from-to)193-204
Publication statusPublished
Original languageEnglish

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.