Recursive Estimation and Adaptive Forecasting in ARIMA Models with Time Varying Coefficients

Johannes Ledolter

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Sammelwerk

Verfügbarkeit prüfen

@inbook{0c833a0e60504c21b46bba63af05d903,

title = "Recursive Estimation and Adaptive Forecasting in ARIMA Models with Time Varying Coefficients",

author = "Johannes Ledolter",

year = "1981",

month = nov,

day = "1",

language = "English",

pages = "449 -- 472",

editor = "{Findley, D.F.}",

booktitle = "Applied Time Series II",

publisher = "Academic Press",

}