Time-varying parameters prediction (Q1585874)

From MaRDI portal
Revision as of 05:01, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Time-varying parameters prediction
scientific article

    Statements

    title
    Time-varying parameters prediction (English)
    0 references
    author
    Carlo Grillenzoni
    0 references
    publication date
    8 January 2003
    0 references
    zbMATH DE Number
    1529863
    0 references
    zbMATH Keywords
    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
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1585874&oldid=26361763"
    Powered by MediaWiki