Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620): Difference between revisions
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Revision as of 18:15, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters |
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Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (English)
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20 June 2012
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NAIRU
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output gap
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parameter uncertainty
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prediction intervals
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state space models
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