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On use of the Kalman filter for spatial smoothing

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  • Nobuhisa Kashiwagi

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  • Nobuhisa Kashiwagi, 1993. "On use of the Kalman filter for spatial smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 21-34, March.
    • Handle: RePEc:spr:aistmt:v:45:y:1993:i:1:p:21-34
    DOI: 10.1007/BF00773666
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    References listed on IDEAS

    as
    1. Shiller, Robert J, 1973. "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, vol. 41(4), pages 775-788, July.
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    Cited by:

    1. Fernández-Macho, Javier, 2008. "Spectral estimation of a structural thin-plate smoothing model," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 189-195, September.
    2. Nobuhisa Kashiwagi, 1996. "A state-space approach to polygonal line regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(2), pages 215-228, June.
    3. Nishii, Ryuei & Yanagimoto, Takemi & Kusanobu, Saeko, 1997. "The use of univariate Bayes regression models for spatial smoothing," Computational Statistics & Data Analysis, Elsevier, vol. 24(3), pages 321-336, May.

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