A fast algorithm for signal extraction, influence and cross-validation in state space models (Q3814606)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast algorithm for signal extraction, influence and cross-validation in state space models |
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A fast algorithm for signal extraction, influence and cross-validation in state space models (English)
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1989
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cross-validation
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generalized cross-validation
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signal extraction
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fast algorithm
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conditional mean
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variance
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signal plus noise model
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studentized residuals
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leverage
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state space models
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polynomial spline smoothing
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