Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters
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Publication:2703256
DOI10.1111/1467-9892.00182zbMath0958.62086OpenAlexW2114205141MaRDI QIDQ2703256
Avinash Singh, Benoît Quenneville
Publication date: 1 March 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00182
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Empirical decision procedures; empirical Bayes procedures (62C12)
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