Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Recursive estimation and testing of dynamic models - MaRDI portal

Recursive estimation and testing of dynamic models

From MaRDI portal

Publication:5929104

Jump to:navigation, search

DOI10.1023/A:1008753503846zbMath0964.62090OpenAlexW1607269354MaRDI QIDQ5929104

J. Guillermo Llorente, Juan Del Hoyo

Publication date: 19 July 2001

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008753503846

zbMATH Keywords

autocorrelated perturbation nonlinear models recursive estimators recursive sequential tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10)

This page was built for publication: Recursive estimation and testing of dynamic models

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5929104&oldid=12068606"