EFFICIENT GENERALIZED CROSS-VALIDATION FOR STATE-SPACE MODELS

被引：14

作者：

ANSLEY, CF

KOHN, R

机构：

来源：

BIOMETRIKA | 1987年 / 74卷 / 01期

关键词：

D O I：

10.2307/2336028

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：139 / 148

页数：10

共 23 条

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[3]

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de Hoog, FR .

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[10] MAXIMUM-LIKELIHOOD FITTING OF ARMA MODELS TO TIME-SERIES WITH MISSING OBSERVATIONS [J].

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