Efficient generalized cross-validation for state space models (Q3753355)
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English | Efficient generalized cross-validation for state space models |
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Efficient generalized cross-validation for state space models (English)
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1987
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influence matrix
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state space model
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generalized cross validation criterion
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point smoothing algorithm
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Kalman filter
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smoothing spline problems
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variance components models for time series
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stochastic polynomial spline models
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adaptive regression
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