Recursive estimation of a drifted autoregressive parameter. (Q1848802)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Recursive estimation of a drifted autoregressive parameter. |
scientific article; zbMATH DE number 1828965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Recursive estimation of a drifted autoregressive parameter. |
scientific article; zbMATH DE number 1828965 |
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
0 references
0.8167229294776917
0 references
0.8049139380455017
0 references
