FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (Q3203895): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1990.tb00058.x
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+Q3993534
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+Efficient generalized cross-validation for state space models
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+A cross-validation filter for time series models
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+Computational aspects of kalman filtering with a diffuse prior distribution<sup>*</sup>
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