Name
Title | ||
|---|---|---|
Multiquadric trigonometric spline quasi-interpolation for numerical differentiation of noisy data: a stochastic perspective. |
Abstract | ||
|---|---|---|
Based on multiquadric trigonometric spline quasi-interpolation, the paper proposes a scheme for numerical differentiation of noisy data, which is a well-known ill-posed problem in practical applications. In addition, in the perspective of kernel regression, the paper studies its large sample properties including optimal bandwidth selection, convergence rate, almost sure convergence, and uniformly asymptotic normality. Simulations are provided at the end of the paper to demonstrate features of the scheme. Both theoretical results and simulations show that the scheme is simple, easy to compute, and efficient for numerical differentiation of noisy data. |
Year | DOI | Venue |
|---|---|---|
2018 | https://doi.org/10.1007/s11075-017-0313-1 | Numerical Algorithms |
Keywords | Field | DocType |
Numerical differentiation of noisy data,Multiquadric trigonometric spline quasi-interpolation,Asymptotic property,Bandwidth selection,Kernel regression,41A25,65D25,62G08,62G20 | Spline (mathematics),Trigonometry,Numerical differentiation,Convergence of random variables,Mathematical optimization,Interpolation,Rate of convergence,Mathematics,Kernel regression,Asymptotic distribution | Journal |
Volume | Issue | ISSN |
77 | 1 | 1017-1398 |
Citations | PageRank | References |
1 | 0.35 | 10 |
Authors | ||
2 | ||