Exact distribution and moments for the RLS estimate in a time-varying AR(1) process

DOI10.1016/0005-1098(95)00154-9zbMath0845.93089OpenAlexW2138980876MaRDI QIDQ1915012

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Publication date: 9 June 1996

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(95)00154-9

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