Optimized adaptive prediction
| Year of publication: |
1997
|
|---|---|
| Authors: | Grillenzoni, Carlo |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 6.1997, 1, p. 37-58
|
| Publisher: |
Springer |
| Subject: | Time-varying parameter models | Recursive least squares | Extended Kalman filter | Conditional least squares | IBM stock price series |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008590988