Tracking time-varying-coefficient functions (Q2708201)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tracking time-varying-coefficient functions |
scientific article |
Statements
16 October 2001
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functional parameter estimation
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conditional parametric models
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ARX models
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local polynomial regression
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time-varying parameters
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recursive least squares with exponential forgetting
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Tracking time-varying-coefficient functions (English)
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