Title of article :
An improved Akaike information criterion for state-space model selection
Author/Authors :
Thomas Bengtsson، نويسنده , , Joseph E. Cavanaugh، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
20
From page :
2635
To page :
2654
Keywords :
Kullback–Leibler information , IC , State-space model , Time seriesanalysis , Kullback’s directed divergence
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Journal title :
Computational Statistics and Data Analysis
Record number :
145015
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145015
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