Pages that link to "Item:Q2271628"

The following pages link to Computing the mean square error of unobserved components extracted by misspecified time series models (Q2271628):

Displaying 2 items.

• Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620) (← links)
• Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)