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Spline filters. (English) Zbl 0314.93037

Proc. 2nd Symp. nonlin. Estim. Theory Appl., San Diego 1971, 127-138 (1972).

MSC:

93E10 Estimation and detection in stochastic control theory
60G35 Signal detection and filtering (aspects of stochastic processes)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)