Time-Varying Parameters Prediction
| Year of publication: |
2000
|
|---|---|
| Authors: | Grillenzoni, Carlo |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 52.2000, 1, p. 108-122
|
| Publisher: |
Springer |
| Subject: | Conditional least squares | extended Kalman filter | IBM stock price series | recursive least squares | time-varying parameter models |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005760260