An improved Akaike information criterion for state-space model selection (Q959349)

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An improved Akaike information criterion for state-space model selection
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    An improved Akaike information criterion for state-space model selection (English)
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    11 December 2008
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    AIC
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    Kullback-Leibler information
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    Kullback's directed divergence
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    state-space model
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    time series analysis
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