ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (Q3779616): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00457.x / rank
 
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Latest revision as of 16:17, 18 June 2024

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ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
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    ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS (English)
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    1988
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    Kalman filter
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    doubly stochastic time series
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    threshold autoregressive process
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    optimal estimating equations
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    nonlinear time series estimation
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    recursive estimation procedure
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    nonlinear state-space model
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