Pages that link to "Item:Q2703256"

The following pages link to Bayesian prediction mean squared error for state space models with estimated parameters (Q2703256):

Displaying 8 items.

• Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620) (← links)
• Resampling-based bias-corrected time series prediction (Q993822) (← links)
• Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806) (← links)
• Estimating the Effect of Parameter Uncertainty in Repeated Sample Surveys (Q4707011) (← links)
• Small Area Estimation-New Developments and Directions (Q4832018) (← links)
• Minimum bias priors for estimating parameters of additive terms in state-space models (Q4841520) (← links)
• Confidence intervals based on the deviance statistic for the hyperparameters in state space models (Q5085913) (← links)
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters (Q5487368) (← links)