A fast algorithm for signal extraction, influence and cross-validation in state space models (Q3814606): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CUBGCV / rank | |||
Normal rank | |||
Revision as of 12:48, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast algorithm for signal extraction, influence and cross-validation in state space models |
scientific article |
Statements
A fast algorithm for signal extraction, influence and cross-validation in state space models (English)
0 references
1989
0 references
cross-validation
0 references
generalized cross-validation
0 references
signal extraction
0 references
fast algorithm
0 references
conditional mean
0 references
variance
0 references
signal plus noise model
0 references
studentized residuals
0 references
leverage
0 references
state space models
0 references
polynomial spline smoothing
0 references
