Assessing the predictive influence of cases in a state space process (Q4238082)
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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 |
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Assessing the predictive influence of cases in a state space process (English)
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5 July 1999
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case-deletion diagnostic
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EM algorithm
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fixed-interval smoothing
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Kalman filtering
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Kullback-Leibler divergence
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prediction
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predictive influence function
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time series
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state space modelling
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