Confidence intervals based on the deviance statistic for the hyperparameters in state space models (Q5085913)
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scientific article; zbMATH DE number 7551039
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| English | Confidence intervals based on the deviance statistic for the hyperparameters in state space models |
scientific article; zbMATH DE number 7551039 |
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Confidence intervals based on the deviance statistic for the hyperparameters in state space models (English)
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30 June 2022
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asymptotic confidence intervals
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bootstrap
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likelihood ratio tests
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maximum likelihood estimator
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