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Performance of adaptive estimators in slowly varying parameter models

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  • Carlo Grillenzoni

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  • Carlo Grillenzoni, 2008. "Performance of adaptive estimators in slowly varying parameter models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(4), pages 471-482, October.
    • Handle: RePEc:spr:stmapp:v:17:y:2008:i:4:p:471-482
    DOI: 10.1007/s10260-007-0083-3
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    References listed on IDEAS

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    1. Mohamed Boutahar & Claude Deniau, 1996. "Least squares estimator for regression models with some deterministic time varying parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 43(1), pages 57-67, December.
    2. Grillenzoni, Carlo, 1993. "ARIMA Processes with ARIMA Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 235-250, April.
    3. Grillenzoni, Carlo, 1996. "Testing for causality in real time," Journal of Econometrics, Elsevier, vol. 73(2), pages 355-376, August.
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    Cited by:

    1. Copiello, Sergio & Gabrielli, Laura & Bonifaci, Pietro, 2017. "Evaluation of energy retrofit in buildings under conditions of uncertainty: The prominence of the discount rate," Energy, Elsevier, vol. 137(C), pages 104-117.
    2. Carlo Grillenzoni & Elisa Carraro, 2021. "Sequential tests of causality between environmental time series: With application to the global warming theory," Environmetrics, John Wiley & Sons, Ltd., vol. 32(1), February.

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