Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
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Publication:4031122
DOI10.2307/2290521zbMath0850.62693OpenAlexW4237830538MaRDI QIDQ4031122
Kent D. Wall, David S. Stoffer
Publication date: 1 April 1993
Full work available at URL: https://doi.org/10.2307/2290521
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
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