Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters

Author:

Costa MarcoORCID,Monteiro Magda

Funder

CIDMA—Center for Research and Development in Mathematics and Applications

Portuguese Foundation for Science and Technology (“FCT—Fundação para a Ciência e a Tecnologia”)

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference28 articles.

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3. Prediction mean squared error for state state space models with estimated parameters;Ansley;Biometrika,1986

4. Resampling-based bias-corrected time series prediction;Bandyopadhyay;J. Statist. Plann. Inference,2010

5. Space–time calibration of radar rainfall data;Brown;J. Roy. Statist. Soc. C Appl.,2001

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