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IBM stock price series
Conditional least squares
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conditional least squares
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Accept–reject algorithm
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Conditional Least Squares
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conditional expectation
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estimating functions
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Grillenzoni, Carlo
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Annals of the Institute of Statistical Mathematics
1
Statistical Methods and Applications
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Optimized adaptive prediction
Grillenzoni, Carlo
- In:
Statistical Methods and Applications
6
(
1997
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10008590988
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Time-Varying Parameters Prediction
Grillenzoni, Carlo
- In:
Annals of the Institute of Statistical Mathematics
52
(
2000
)
1
,
pp. 108-122
Persistent link: https://www.econbiz.de/10005760260
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