Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters

✍ Scribed by Alejandro Rodríguez; Esther Ruiz

• Book ID: 113557685
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 489 KB
• Volume: 56
• Category: Article
• ISSN: 0167-9473
• DOI: 10.1016/j.csda.2011.07.010