Pages that link to "Item:Q3440775"
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The following pages link to A State space approach to bootstrapping conditional forecasts in arma models (Q3440775):
Displayed 11 items.
- Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters (Q286471) (← links)
- Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620) (← links)
- Estimation of parameterized spatio-temporal dynamic models (Q861225) (← links)
- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806) (← links)
- Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (Q3072399) (← links)
- Bootstrap prediction intervals in state-space models (Q3077646) (← links)
- Bootstrap Prediction in Unobserved Component Models (Q3298458) (← links)
- The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163) (← links)
- A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
- Bootstrapping Periodic State-Space Models (Q5252835) (← links)
- Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns (Q5861566) (← links)