Bootstrap prediction intervals in state-space models (Q3077646)
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scientific article; zbMATH DE number 5855764
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| default for all languages | No label defined |
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| English | Bootstrap prediction intervals in state-space models |
scientific article; zbMATH DE number 5855764 |
Statements
Bootstrap prediction intervals in state-space models (English)
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22 February 2011
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backward representation
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Kalman filter
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0.867054283618927
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0.8268718123435974
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0.8238717913627625
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0.8071284890174866
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