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

Johannes Ledolter

Publication: Chapter in book/Conference proceedingChapter in edited volume

Original languageEnglish
Title of host publicationApplied Time Series II
Editors Findley, D.F.
Place of PublicationNew York
PublisherAcademic Press
Pages449 - 472
Publication statusPublished - 1 Nov 1981

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