Optimal Recursive Estimation of Dynamic Models
From MaRDI portal
Publication:4314942
DOI10.2307/2290903zbMath0825.62677MaRDI QIDQ4314942
Publication date: 28 November 1995
Full work available at URL: https://doi.org/10.2307/2290903
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10: Applications of statistics to biology and medical sciences; meta analysis
Related Items
Nonparametric regression for nonstationary processes, Sequential kernel estimation of the conditional intensity of nonstationary point processes, Testing for causality in real time, Forecast accuracy and effort: The case of US inflation rates
