Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10001104139
Persistent link: https://www.econbiz.de/10003406623
Persistent link: https://www.econbiz.de/10001100478
Persistent link: https://www.econbiz.de/10001246506
Persistent link: https://www.econbiz.de/10001190021
We propose simple parametric and nonparametric bootstrap methods for estimating the prediction mean square error (PMSE) of state vector predictors that use estimated model parameters. As is well known, substituting the model parameters by their estimates in the theoretical PMSE expression that...
Persistent link: https://www.econbiz.de/10014061712