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Optimized adaptive prediction - MaRDI portal

Optimized adaptive prediction (Q5123722)

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scientific article; zbMATH DE number 7253082
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English
Optimized adaptive prediction
scientific article; zbMATH DE number 7253082

    Statements

    title
    Optimized adaptive prediction (English)
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    author
    Carlo Grillenzoni
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    publication date
    29 September 2020
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    zbMATH Keywords
    time-varying parameter models
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    recursive least squares
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    extended Kalman filter
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    conditional least squares
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    IBM stock price series
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    Identifiers

    DOI
    10.1007/BF03178900
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    Mathematics Subject Classification ID
    62M10
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    62M20
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    62P05
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    zbMATH DE Number
    7253082
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    OpenAlex ID
    W2088814335
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