Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters |
scientific article; zbMATH DE number 6048216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters |
scientific article; zbMATH DE number 6048216 |
Statements
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (English)
0 references
20 June 2012
0 references
NAIRU
0 references
output gap
0 references
parameter uncertainty
0 references
prediction intervals
0 references
state space models
0 references
0 references
0 references
0 references
0 references
