Online estimation methods for irregular autoregressive models
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Publication:6609928
DOI10.1007/978-3-031-40209-8_1MaRDI QIDQ6609928FDOQ6609928
Authors: Felipe Elorrieta, Lucas Osses, Matias Cáceres, Susana Eyheramendy, Wilfredo Palma 
Publication date: 24 September 2024
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
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