Prediction Mean Squared Error for State Space Models with Estimated Parameters (Q3740087)
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scientific article; zbMATH DE number 3974131
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| English | Prediction Mean Squared Error for State Space Models with Estimated Parameters |
scientific article; zbMATH DE number 3974131 |
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Prediction Mean Squared Error for State Space Models with Estimated Parameters (English)
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1986
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autoregressive-moving average model
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conditional expectation
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interpolation
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prediction
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conditional mean square error
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state space model
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Gaussian
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MSE
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ARMA models
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0.7759270071983337
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0.7525689005851746
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0.752518892288208
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0.7501538991928101
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