PREDICTION MEAN SQUARED ERROR FOR STATE-SPACE MODELS WITH ESTIMATED PARAMETERS
成果类型:
Article
署名作者:
ANSLEY, CF; KOHN, R
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.2307/2336224
发表日期:
1986
页码:
467473
关键词: