Philip Pretorius, Potchefstroomse Universitiet vir CHO,
onapdp@puknet.puk.ac.za A.G de Wet, Potchefstroomse Universiteit vir CHO
J.H. Venter, Potchefstroomse Universiteit vir CHO
Smoothing
Keywords: Stochastic drift, Smoothing algorithm
Abstract:
A stochastic drift model is used to develop a
computationally efficient smoothing algorithm.
As an illustration, the algorithm is applied
to simulated examples.