Adaptive estimation in time-series models

Feike C. Drost (), C.A.J. Klaassen and Bas Werker

No 1994-88, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: 62F12; 62M10; 62G05; Time Series; Estimation; statistics (search for similar items in EconPapers)
Date: 1994
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Related works:
Working Paper: Adaptive estimation in time-series models (1997)
Working Paper: Adaptive Estimation in Time Series Models (1994)
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