Optimal Recursive Estimation of Dynamic Models

DOI10.2307/2290903zbMath0825.62677OpenAlexW4256067897MaRDI QIDQ4314942

Carlo Grillenzoni

Publication date: 28 November 1995

Full work available at URL: https://doi.org/10.2307/2290903

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (5)

Sequential kernel estimation of the conditional intensity of nonstationary point processes ⋮ Testing for causality in real time ⋮ Optimized adaptive prediction ⋮ Forecast accuracy and effort: The case of US inflation rates ⋮ Nonparametric regression for nonstationary processes

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