Tracking time-varying-coefficient functions (Q2708201)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Tracking time-varying-coefficient functions
scientific article

    Statements

    0 references
    0 references
    0 references
    0 references
    0 references
    16 October 2001
    0 references
    functional parameter estimation
    0 references
    conditional parametric models
    0 references
    ARX models
    0 references
    local polynomial regression
    0 references
    time-varying parameters
    0 references
    recursive least squares with exponential forgetting
    0 references
    Tracking time-varying-coefficient functions (English)
    0 references

    Identifiers