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Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters

, and . Journal of Time Series Analysis, 21 (2): 219--236 (61 Mar 2000)doi: 10.1111/1467-9892.00182.

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Mean likelihood estimators., and . Stat. Comput., 11 (1): 57-65 (2001)Bootstrap procedure for testing linear hypotheses without normality. Statistics, 17 (4): 533--538 (1986)Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters, and . Journal of Time Series Analysis, 21 (2): 219--236 (61 03 2000)doi: 10.1111/1467-9892.00182.A note on Musgrave asymmetrical trend-cycle filters, , and . International Journal of Forecasting, 19 (4): 727--734 (00 2003)A non-parametric iterative smoothing method for benchmarking and temporal distribution., , and . Comput. Stat. Data Anal., 53 (9): 3386-3396 (2009)Dynamic linear models for time series components, and . Journal of Econometrics, 55 (1-2): 333--351 (00 1993)