Recursive estimation and testing of dynamic models

DOI10.1023/A:1008753503846MaRDI QIDQ5929104zbMATH OpenOpenAlexFDO

Authors Juan Del Hoyo, J. Guillermo Llorente

Publication date 19 July 2001

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008753503846

zbMATH Keywords

nonlinear modelsrecursive estimatorsautocorrelated perturbationrecursive sequential tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Sequential statistical analysis (62L10)

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• BIFROST -- Block recursive models Induced From Relevant knowledge, Observations, and Statistical Techniques

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