Time-varying parameters prediction (Q1585874): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:01, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time-varying parameters prediction |
scientific article |
Statements
Time-varying parameters prediction (English)
0 references
8 January 2003
0 references
Conditional least squares
0 references
extended Kalman filter
0 references
IBM stock price series
0 references
recursive least squares
0 references
time-varying parameter models
0 references