Adaptive estimation in time series regression models (Q1203090)

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scientific article; zbMATH DE number 110408
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Adaptive estimation in time series regression models
scientific article; zbMATH DE number 110408

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    Adaptive estimation in time series regression models (English)
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    4 February 1993
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    time series regression models
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    adaptive estimators
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    serially correlated errors
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    ARMA process
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    finite sample results
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    forward foreign exchange market
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