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On recursive estimation for time varying autoregressive processes

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https://hal.archives-ouvertes.fr/hal-00022067
Contributor : Serena Benassù Connect in order to contact the contributor
Submitted on : Friday, March 31, 2006 - 4:27:12 PM
Last modification on : Friday, March 27, 2020 - 3:23:32 AM

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  • HAL Id : hal-00022067, version 1
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P. Priouret, E. Moulines, François Roueff. On recursive estimation for time varying autoregressive processes. Annals of Statistics, Institute of Mathematical Statistics, 2005, 33 n.6, pp.2610-2654. ⟨hal-00022067⟩

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