Assessing the predictive influence of cases in a state space process (Q4238082)

From MaRDI portal
scientific article; zbMATH DE number 1275632
Language Label Description Also known as
English
Assessing the predictive influence of cases in a state space process
scientific article; zbMATH DE number 1275632

    Statements

    Assessing the predictive influence of cases in a state space process (English)
    0 references
    0 references
    0 references
    0 references
    5 July 1999
    0 references
    case-deletion diagnostic
    0 references
    EM algorithm
    0 references
    fixed-interval smoothing
    0 references
    Kalman filtering
    0 references
    Kullback-Leibler divergence
    0 references
    prediction
    0 references
    predictive influence function
    0 references
    time series
    0 references
    state space modelling
    0 references

    Identifiers