Confidence intervals based on the deviance statistic for the hyperparameters in state space models (Q5085913)
From MaRDI portal
scientific article; zbMATH DE number 7551039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence intervals based on the deviance statistic for the hyperparameters in state space models |
scientific article; zbMATH DE number 7551039 |
Statements
Confidence intervals based on the deviance statistic for the hyperparameters in state space models (English)
0 references
30 June 2022
0 references
asymptotic confidence intervals
0 references
bootstrap
0 references
likelihood ratio tests
0 references
maximum likelihood estimator
0 references
