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Time-varying parameters prediction - MaRDI portal

Time-varying parameters prediction (Q1585874)

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scientific article; zbMATH DE number 1529863
Language Label Description Also known as
English
Time-varying parameters prediction
scientific article; zbMATH DE number 1529863

    Statements

    title
    Time-varying parameters prediction (English)
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    author
    Carlo Grillenzoni
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    publication date
    8 January 2003
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    zbMATH Keywords
    Conditional least squares
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    extended Kalman filter
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    IBM stock price series
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    recursive least squares
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    time-varying parameter models
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    Identifiers

    zbMATH DE Number
    1529863
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    OpenAlex ID
    W2015906000
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