Abstract
This article develops a unified framework to study the asymptotic properties of all periodic spline-based estimators, that is, of regression, penalized and smoothing splines. The explicit form of the periodic Demmler-Reinsch basis in terms of exponential splines allows the derivation of an expression for the asymptotic equivalent kernel on the real line for all spline estimators simultaneously. The corresponding bandwidth, which drives the asymptotic behavior of spline estimators, is shown to be a function of the number of knots and the smoothing parameter. Strategies for the selection of the optimal bandwidth and other model parameters are discussed.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.