Optimal real-time filters for linear prediction problems
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Publication:1695675
DOI10.1515/jtse-2014-0019zbMath1499.62331OpenAlexW4233100190MaRDI QIDQ1695675
Publication date: 7 February 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/11475/13385
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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