Time-varying parameters prediction (Q1585874)
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scientific article; zbMATH DE number 1529863
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-varying parameters prediction |
scientific article; zbMATH DE number 1529863 |
Statements
Time-varying parameters prediction (English)
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8 January 2003
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Conditional least squares
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extended Kalman filter
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IBM stock price series
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recursive least squares
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time-varying parameter models
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0.9475768208503724
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0.8150008320808411
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0.8123154044151306
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0.7786458134651184
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