Adaptive estimation in time-series models

F.C. Drost, C.A.J. Klaassen, B.J.M. Werker

Research output: Working paperDiscussion paperOther research output

223 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages24
Volume1994-88
Publication statusPublished - 1994

Publication series

NameCentER Discussion Paper
Volume1994-88

Keywords

  • 62F12
  • 62M10
  • 62G05
  • Time Series
  • Estimation
  • statistics

Cite this

Drost, F. C., Klaassen, C. A. J., & Werker, B. J. M. (1994). Adaptive estimation in time-series models. (CentER Discussion Paper; Vol. 1994-88). Unknown Publisher.
Drost, F.C. ; Klaassen, C.A.J. ; Werker, B.J.M. / Adaptive estimation in time-series models. Unknown Publisher, 1994. (CentER Discussion Paper).
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author = "F.C. Drost and C.A.J. Klaassen and B.J.M. Werker",
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year = "1994",
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volume = "1994-88",
series = "CentER Discussion Paper",
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Drost, FC, Klaassen, CAJ & Werker, BJM 1994 'Adaptive estimation in time-series models' CentER Discussion Paper, vol. 1994-88, Unknown Publisher.

Adaptive estimation in time-series models. / Drost, F.C.; Klaassen, C.A.J.; Werker, B.J.M.

Unknown Publisher, 1994. (CentER Discussion Paper; Vol. 1994-88).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Adaptive estimation in time-series models

AU - Drost, F.C.

AU - Klaassen, C.A.J.

AU - Werker, B.J.M.

N1 - Pagination: 24

PY - 1994

Y1 - 1994

KW - 62F12

KW - 62M10

KW - 62G05

KW - Time Series

KW - Estimation

KW - statistics

M3 - Discussion paper

VL - 1994-88

T3 - CentER Discussion Paper

BT - Adaptive estimation in time-series models

PB - Unknown Publisher

ER -

Drost FC, Klaassen CAJ, Werker BJM. Adaptive estimation in time-series models. Unknown Publisher. 1994. (CentER Discussion Paper).