An improved Akaike information criterion for state-space model selection (Q959349)
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scientific article; zbMATH DE number 5381697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved Akaike information criterion for state-space model selection |
scientific article; zbMATH DE number 5381697 |
Statements
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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0.8764647
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0.87340057
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0.8721161
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0.8692673
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