Fitting the exponential autoregressive model through recursive search
From MaRDI portal
Publication:2423988
DOI10.1016/j.jfranklin.2019.03.016zbMath1415.93256WikidataQ115570703 ScholiaQ115570703MaRDI QIDQ2423988
Ahmed Alsaedi, Feng Ding, Huan Xu, Lijuan Wan, Tasawar Hayat
Publication date: 21 June 2019
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2019.03.016
93E10: Estimation and detection in stochastic control theory
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