Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters (Q5487368)
From MaRDI portal
scientific article; zbMATH DE number 5055161
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters |
scientific article; zbMATH DE number 5055161 |
Statements
Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters (English)
0 references
19 September 2006
0 references
prediction
0 references
mean squared error
0 references
Kalman filter
0 references
parametric bootstrap
0 references
0 references
