Recursive Least Squares Estimator with Multiple Exponential Windows in Vector Autoregression

Author: An Hong-zhi   Li Zhi-guo  

Publisher: Springer Publishing Company

ISSN: 0168-9673

Source: Acta Mathematicae Applicatae Sinica, Vol.18, Iss.1, 2002-03, pp. : 85-102

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