Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806)

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scientific article; zbMATH DE number 7031066
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Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models
scientific article; zbMATH DE number 7031066

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    Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (English)
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    28 February 2019
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    state space models
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    hyperparameters
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    MLE
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    confidence and prediction intervals
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    parametric and nonparametric bootstrap
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