Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (Q3839609)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model |
scientific article |
Statements
9 August 1998
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stochastic coefficient model
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structural time series model
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unit moving average root
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unobserved components
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Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (English)
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