On recursive estimation for time varying autoregressive processes
نویسندگان
چکیده
منابع مشابه
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R A I N E R DA H L H AU S , 1 M I C H A E L H . N E U M A N N 2 and RAINER VON SACHS 3 Institut fuÈ r Angewandte Mathematik, UniversitaÈ t Heidelberg, Im Neuenheimer Feld 294, D-69120 Heidelberg, Germany. E-mail: [email protected] SFB 373, Humboldt-UniversitaÈ t zu Berlin, Spandauer Strasse 1, D-10178 Berlin, Germany. E-mail: [email protected] Institut de Statistique, U...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2005
ISSN: 0090-5364
DOI: 10.1214/009053605000000624