THE RECURSIVE FITTING OF SUBSET VARX MODELS

Journal of Time Series Analysis

Volumn 14, Issue 6, 1993, Pages 603-619

  Penm, Jack H W ^a   Penm, Jammie H ^a   Terrell, R D ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Recursive fitting; time series; VARX models

Indexed keywords

EID: 84981467432     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1993.tb00169.x     Document Type: Article

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