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SPLINE SMOOTHER AS A DYNAMIC LINEAR MODEL |
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| Authors: | RA MOYEED |
| Institution: | Dept of Mathematics &Statistics, Lancaster University, Lancaster LAI 4YF, UK. |
| 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. |
| Keywords: | Bayesian inference B-splines Kalman filter spline smoothing |