Recursive estimation of a drifted autoregressive parameter. (Q1848802)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of a drifted autoregressive parameter. |
scientific article |
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
