Confidence intervals based on the deviance statistic for the hyperparameters in state space models

Thiago R. Santos, Glaura C. Franco, T. B. Ceccotti. Confidence intervals based on the deviance statistic for the hyperparameters in state space models. Communications in Statistics - Simulation and Computation, 48(4):998-1018, 2019. [doi]

Authors

Thiago R. Santos

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Glaura C. Franco

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T. B. Ceccotti

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