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

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Revision as of 21:52, 19 March 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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