LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS (Q3440786)
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scientific article; zbMATH DE number 5158776
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| English | LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS |
scientific article; zbMATH DE number 5158776 |
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LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS (English)
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29 May 2007
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nonstationary state-space model
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Kalman filter
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smoothing
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outliers
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0.81743026
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0.8102641
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