Message-ID: <4016E8EA.3060408@comcast.net>
Date: 2004-01-27T22:40:42Z
From: Eugene Salinas (R)
Subject: asymptotic convergence of savitzky-golay?
Dear all,
Sorry if this is slightly off the track as far as R is concerned, but I
have been using the Savitzky-Golay filter to estimate some derivatives
of interest. I am wondering however, if anyone has seen anything in the
literature (or has any ideas) of how these estimates perform
asymptotically. Does anyone know what the rate of convergence is for these?
Thanks, matt.