From post

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

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

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

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