Online estimation methods for irregular autoregressive models
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Publication:6609928
DOI10.1007/978-3-031-40209-8_1MaRDI QIDQ6609928
Felipe Elorrieta, Lucas Osses, Susana Eyheramendy, Matias Cáceres, Wilfredo Palma
Publication date: 24 September 2024
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) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
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