Confidence intervals based on the deviance statistic for the hyperparameters in state space models
type: Item
instance of: scholarly article
title: Confidence intervals based on the deviance statistic for the hyperparameters in state space models
DOI: 10.1080/03610918.2017.1406503
author: Thiago R. Santos
author: T. B. Ceccotti
author: Glaura C. Franco
publication date: 2022-06-30T00:00:00Z
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 7551039
zbMATH Keywords: asymptotic confidence intervals
zbMATH Keywords: bootstrap
zbMATH Keywords: likelihood ratio tests
zbMATH Keywords: maximum likelihood estimator
describes a project that uses: SsfPack
describes a project that uses: Ox
describes a project that uses: bootstrap
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610918.2017.1406503
OpenAlex ID: W2775319816
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published in: Communications in Statistics. Simulation and Computation
description: scientific article; zbMATH DE number 7551039