Adaptive estimation in time-series models

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

    Research output: Working paperDiscussion paperOther research output

    318 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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