On recursive estimation for time varying autoregressive...

On recursive estimation for time varying autoregressive processes

Moulines, Eric, Priouret, Pierre, Roueff, François
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Volume:
33
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/009053605000000624
Date:
December, 2005
File:
PDF, 451 KB
english, 2005
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