Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Help & Advice
University of Warwick

The Library

  • Login
  • Admin

DYNAMIC LINEAR-MODEL DIAGNOSTICS

Tools
- Tools
+ Tools

UNSPECIFIED (1991) DYNAMIC LINEAR-MODEL DIAGNOSTICS. BIOMETRIKA, 78 (4). pp. 797-808.

Research output not available from this repository, contact author.

Request Changes to record.

Abstract

In time series analysis using dynamic linear models, retrospective analysis involves the calculation of filtered, or smoothed, distributions for state parameters in the past. We develop and illustrate novel results that are useful in retrospective assessment of the influence of individual observations on such distributions. In particular, new and computationally simple filtering equations are derived for past state parameters based on leaving out one observation at a time, providing dynamic model based versions of methods currently used in standard, static regression diagnostics.

Item Type: Journal Article
Subjects: Q Science > QH Natural history > QH301 Biology
Q Science > QA Mathematics
Journal or Publication Title: BIOMETRIKA
Publisher: BIOMETRIKA TRUST
ISSN: 0006-3444
Official Date: December 1991
Dates:
DateEvent
December 1991UNSPECIFIED
Volume: 78
Number: 4
Number of Pages: 12
Page Range: pp. 797-808
Publication Status: Published

Data sourced from Thomson Reuters' Web of Knowledge

Request changes or add full text files to a record

Repository staff actions (login required)

View Item View Item
twitter

Email us: wrap@warwick.ac.uk
Contact Details
About Us