SMOOTHING AND INTERPOLATION WITH THE STATE-SPACE MODEL

被引：112

作者：

DEJONG, P

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1989年 / 84卷 / 408期

关键词：

D O I：

10.2307/2290087

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1085 / 1088

页数：4

共 13 条

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[4]

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[9] ESTIMATION, PREDICTION, AND INTERPOLATION FOR ARIMA MODELS WITH MISSING DATA [J].

KOHN, R ;

ANSLEY, CF .

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[10] A FAST ALGORITHM FOR SIGNAL EXTRACTION, INFLUENCE AND CROSS-VALIDATION IN STATE-SPACE MODELS [J].

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