Optimized adaptive prediction (Q5123722)
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scientific article; zbMATH DE number 7253082
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimized adaptive prediction |
scientific article; zbMATH DE number 7253082 |
Statements
Optimized adaptive prediction (English)
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29 September 2020
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time-varying parameter models
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recursive least squares
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extended Kalman filter
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conditional least squares
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IBM stock price series
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0.9475768208503724
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0.7758774757385254
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0.7724871635437012
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