Performance of adaptive estimators in slowly varying parameter models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10260-007-0083-3.pdf
Reference21 articles.
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3. Bittanti S and Campi M (1994). Bounded error identification of time-varying parameters by RLS techniques. IEEE Trans Autom Control 39: 1106–1110
4. Boutahar M and Deniau C (1996). Least squares estimator for regression models with some deterministic time-varying parameters. Metr 43: 47–57
5. Box GEP and Jenkins GM (1976). Time Series Analysis: Forecasting and Control. Holden Day, San Francisco
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