Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters (Q2703256)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters |
scientific article |
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Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters (English)
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1 March 2001
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empirical Bayesian estimation
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second order parameters
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random walk plus noise model
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