LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS (Q3440786)

From MaRDI portal
scientific article
Language Label Description Also known as
English
LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS
scientific article

    Statements

    LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS (English)
    0 references
    0 references
    29 May 2007
    0 references
    nonstationary state-space model
    0 references
    Kalman filter
    0 references
    smoothing
    0 references
    outliers
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references