A bootstrap variant of AIC for state-space model selection

Statistica Sinica

Volumn 7, Issue 2, 1997, Pages 473-496

  Cavanaugh, Joseph E ^a   Shumway, Robert H ^b  

^a UNIVERSITY OF MISSOURI   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Information theory; Kullback Leibler information; Time series

Indexed keywords

EID: 0031478161     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (29)

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