Recursive least squares estimator with multiple exponential windows in vector autoregression (Q1611085)
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scientific article; zbMATH DE number 1784815
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| English | Recursive least squares estimator with multiple exponential windows in vector autoregression |
scientific article; zbMATH DE number 1784815 |
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Recursive least squares estimator with multiple exponential windows in vector autoregression (English)
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15 September 2002
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rectangular windows
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weighted least squares
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vector autoregression
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multiple exponential windows
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0.8280118703842163
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0.8175157904624939
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0.7812247276306152
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