Abstract
Kimeldorf-Wahba proved in their paper: “Spline functions and stochastic processes” the relationship between certain prediction problems for stochastic processes and spline functions. We will extend this relationship to the multidimensional case.
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References
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Schlöglmann, W. (1979). Spline Functions and Gaussian Processes (Multidimensional Case). In: Schempp, W., Zeller, K. (eds) Multivariate Approximation Theory. ISNM International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série Internationale D’Analyse Numérique, vol 51. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-6289-9_23
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DOI: https://doi.org/10.1007/978-3-0348-6289-9_23
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-7643-1102-5
Online ISBN: 978-3-0348-6289-9
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