Adaptive estimation in time-series models

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

Research output: Working paperDiscussion paperOther research output

256 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

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