A fast algorithm for signal extraction, influence and cross-validation in state space models (Q3814606): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1093/biomet/76.1.65 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1093/BIOMET/76.1.65 / rank | |||
Normal rank | |||
Latest revision as of 19:30, 21 December 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
