Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (Q3839609)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1186018
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model |
scientific article; zbMATH DE number 1186018 |
Statements
9 August 1998
0 references
stochastic coefficient model
0 references
structural time series model
0 references
unit moving average root
0 references
unobserved components
0 references
Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (English)
0 references
0.7561395168304443
0 references
0.7480384707450867
0 references
0.7423751950263977
0 references
0.7389054298400879
0 references
0.7361060976982117
0 references
