• 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