Performance of adaptive estimators in slowly varying parameter models
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Publication:734464
DOI10.1007/S10260-007-0083-3zbMATH Open1405.62116OpenAlexW2016340175MaRDI QIDQ734464FDOQ734464
Authors: Carlo Grillenzoni 
Publication date: 13 October 2009
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-007-0083-3
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- Testing for causality in real time
- Least squares estimator for regression models with some deterministic time varying parameters
- PARSIMONIOUS PERIODIC TIME SERIES MODELING
- BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS
- Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting
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