Recursive Estimation for Some Nonstationary Processes

DOI10.1177/0008068319960302MaRDI QIDQ4215923zbMATH OpenOpenAlexFDO

Authors

Publication date 21 January 1999

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319960302

zbMATH Keywords

missing observationsnonstationary time seriesrecursive estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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