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) |