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Nonparametric spline regression with prior information |
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| Authors: | ANSLEY, CRAIG F. KOHN, ROBERT WONG, CHI-MING |
| Affiliation: | 1Department of Accounting and Finance, University of Auckland Auckland, New Zealand 2Australian Graduate School of Management, University of New South Wales Kensington, New South Wales, Australia 2033 |
| Abstract: | |
| Keywords: | Bayesian confidence interval Generalized cross-validation Differential equation Equality constraints Filtering Maximum likelihood Penalized least squares Periodic spline Spline smoothing State space model |
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