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Learning non-stationary model of prediction errors with hierarchical Bayesian modeling

Reliability Engineering and System Safety
Ka-Veng Yuen   +2 more
exaly  

Asymptotic Properties of Prediction Errors for the Multivariate Autoregressive Model Using Estimated Parameters

Journal of the Royal Statistical Society Series B: Statistical Methodology, 1980
exaly  

Statistical model of systematic errors: linear error model

Chemometrics and Intelligent Laboratory Systems, 1996
exaly  

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