Pages that link to "Item:Q429620"
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The following pages link to Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620):
Displaying 8 items.
- Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters (Q286471) (← links)
- On efficient parametric identification methods for linear discrete stochastic systems (Q461977) (← links)
- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806) (← links)
- Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends (Q1927075) (← links)
- Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type (Q1929535) (← links)
- Bootstrap Prediction in Unobserved Component Models (Q3298458) (← links)
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
- Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
