Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models |
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Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (English)
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28 February 2019
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state space models
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hyperparameters
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MLE
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confidence and prediction intervals
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parametric and nonparametric bootstrap
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