A cross-validation filter for time series models (Q3796596): Difference between revisions
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Revision as of 14:03, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cross-validation filter for time series models |
scientific article |
Statements
A cross-validation filter for time series models (English)
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1988
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cross-validation errors
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Kalman filter
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smoothing filter
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cross- validation of state space models
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Diffuse initial conditions
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cross- validation filter
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deleted residuals
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fixed interval smoothing
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