Efficient generalized cross-validation for state space models (Q3753355)
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scientific article; zbMATH DE number 3990708
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| English | Efficient generalized cross-validation for state space models |
scientific article; zbMATH DE number 3990708 |
Statements
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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0.8426076769828796
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0.8150315284729004
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0.8084135055541992
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0.8047283887863159
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