Pages that link to "Item:Q4337818"

The following pages link to BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS (Q4337818):

Displaying 8 items.

• On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting (Q715772) (← links)
• Performance of adaptive estimators in slowly varying parameter models (Q734464) (← links)
• First inverse moment of a generalized quadratic form (Q1305224) (← links)
• Recursive least squares estimator with multiple exponential windows in vector autoregression (Q1611085) (← links)
• Exact distribution and moments for the RLS estimate in a time-varying AR(1) process (Q1915012) (← links)
• Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures (Q4244226) (← links)
• Performance analysis of the forgetting factor RLS algorithm (Q4279884) (← links)
• Nonparametric regression for nonstationary processes (Q4485017) (← links)