Performance of adaptive estimators in slowly varying parameter models
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Volume (Year): 17 (2008)
Issue (Month): 4 (October)
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- Grillenzoni, Carlo, 1993. "ARIMA Processes with ARIMA Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 235-50, April.
- Grillenzoni, Carlo, 1996. "Testing for causality in real time," Journal of Econometrics, Elsevier, vol. 73(2), pages 355-376, August.
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