A CROSS-VALIDATION FILTER FOR TIME-SERIES MODELS

被引:35
作者
DEJONG, P
机构
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D O I
10.1093/biomet/75.3.594
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
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页码:594 / 600
页数:7
相关论文
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Anderson B., 1979, OPTIMAL FILTERING
[2]   EFFICIENT GENERALIZED CROSS-VALIDATION FOR STATE-SPACE MODELS [J].
ANSLEY, CF ;
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BIOMETRIKA, 1987, 74 (01) :139-148
[3]  
BRYSON A, 1969, APPLIED OPTIMAL CONT
[4]   EFFICIENT ESTIMATION AND PREDICTION IN TIME-SERIES REGRESSION-MODELS [J].
KOHN, R ;
ANSLEY, CF .
BIOMETRIKA, 1985, 72 (03) :694-697