Tracking time-varying-coefficient functions (Q2708201)
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scientific article; zbMATH DE number 1588001
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Tracking time-varying-coefficient functions |
scientific article; zbMATH DE number 1588001 |
Statements
16 October 2001
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functional parameter estimation
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conditional parametric models
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ARX models
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local polynomial regression
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time-varying parameters
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recursive least squares with exponential forgetting
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Tracking time-varying-coefficient functions (English)
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0.793373703956604
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0.7876194715499878
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0.7844967842102051
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0.7816532850265503
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