Efficient generalized cross-validation for state space models (Q3753355)

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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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