Stochastic dynamic models and Chebyshev splines.
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ABSTRACT:
SUBMITTER: Fan R
PROVIDER: S-EPMC4451187 | biostudies-literature | 2014 Dec
REPOSITORIES: biostudies-literature
Publications
Stochastic dynamic models and Chebyshev splines.
Fan Ruzong R Zhu Bin B Wang Yuedong Y
The Canadian journal of statistics = Revue canadienne de statistique 20141201 4
In this article, we establish a connection between a stochastic dynamic model (SDM) driven by a linear stochastic differential equation (SDE) and a Chebyshev spline, which enables researchers to borrow strength across fields both theoretically and numerically. We construct a differential operator for the penalty function and develop a reproducing kernel Hilbert space (RKHS) induced by the SDM and the Chebyshev spline. The general form of the linear SDE allows us to extend the well-known connecti ...[more]
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