Recursive least squares estimator with multiple exponential windows in vector autoregression
type: Item
instance of: scholarly article
title: Recursive least squares estimator with multiple exponential windows in vector autoregression
zbMATH Open document ID: 0994.62088
author: Zhiguo Li
author: Hongzhi An
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2002-09-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1784815
zbMATH Keywords: rectangular windows
zbMATH Keywords: weighted least squares
zbMATH Keywords: vector autoregression
zbMATH Keywords: multiple exponential windows
MaRDI profile type: Publication
full work available at URL: s102550200006
OpenAlex ID: W2028356556
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DOI: 10.1007/S102550200006
description: scientific article; zbMATH DE number 1784815