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Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters

✍ Scribed by Danny Pfeffermann; Richard Tiller

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bayesian Prediction Mean Squared Error f

✍ Benoit Quenneville; Avinash C. Singh 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 277 KB

Uncertainties for recursive estimators i

✍ John L. Maryak; James C. Spall; Geoffrey L. Silberman 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 558 KB