Pages that link to "Item:Q429620"

The following pages link to Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620):

Displaying 14 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)
• Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
• Confidence intervals based on the deviance statistic for the hyperparameters in state space models (Q5085913) (← links)
• Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
• A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models (Q6093785) (← links)
• A periodic mixed linear state-space model to monthly long-term temperature data (Q6626082) (← links)