Efficient generalized cross-validation for state space models (Q3753355): Difference between revisions
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Latest revision as of 22:25, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient generalized cross-validation for state space models |
scientific article |
Statements
Efficient generalized cross-validation for state space models (English)
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1987
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influence matrix
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state space model
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generalized cross validation criterion
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point smoothing algorithm
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Kalman filter
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smoothing spline problems
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variance components models for time series
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stochastic polynomial spline models
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adaptive regression
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