Recursive estimation of a drifted autoregressive parameter. (Q1848802): 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 05:55, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Recursive estimation of a drifted autoregressive parameter. |
scientific article |
Statements
Recursive estimation of a drifted autoregressive parameter. (English)
0 references
14 November 2002
0 references
Autoregressive model
0 references
convergence rate
0 references
recursive algorithm
0 references