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Prediction Mean Squared Error for State Space Models with Estimated Parameters

✍ Scribed by Craig F. Ansley and Robert Kohn

Book ID: 124289411
Publisher: Oxford University Press
Year: 1986
Tongue: English
Weight: 917 KB
Volume: 73
Category: Article
ISSN: 0006-3444
DOI: 10.2307/2336224

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