Recursive estimation in econometrics (Q956735)

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scholarly article

Recursive estimation in econometrics (English)

zbMATH Open document ID

10.1016/S0167-9473(03)00150-6

Computational Statistics and Data Analysis

publication date

26 November 2008

Mathematics Subject Classification ID

zbMATH DE Number

zbMATH Keywords

recursive regression

Kalman filtering

fixed-interval smoothing

initial-value problem

D. Stephen G. Pollock

describes a project that uses

MaRDI profile type

MaRDI publication profile

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