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    An improved Akaike information criterion for state-space model selection
    13 years 11 months ago
    An improved Akaike information criterion for state-space model selection
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    Following the work of Hurvich, Shumway, and Tsai (1990), we propose an "improved" variant of the Akaike information criterion, AICi, for state-space model selection. The...
    Thomas Bengtsson, Joseph E. Cavanaugh
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