Performance of adaptive estimators in slowly varying parameter models
| Year of publication: |
2008
|
|---|---|
| Authors: | Grillenzoni, Carlo |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 17.2008, 4, p. 471-482
|
| Publisher: |
Springer |
| Subject: | Dynamic models | Exponential discounting | Mean squared error | Time-varying parameters | Weighted least squares |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005596308