Recursive Estimation of Autoregressions

Edward Hannan, Andrew McDougall, Don Stephen Poskitt

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	217-233
Number of pages	17
Journal	Journal of the Royal Statistical Society Series B-Statistical Methodology
Volume	51
Publication status	Published - 1989

Cite this

@article{236e8e27333d45348fd05567637b8aff,

title = "Recursive Estimation of Autoregressions",

author = "Edward Hannan and Andrew McDougall and Poskitt, {Don Stephen}",

year = "1989",

language = "English",

volume = "51",

pages = "217--233",

journal = "Journal of the Royal Statistical Society Series B-Statistical Methodology",

issn = "1369-7412",

publisher = "Wiley-Blackwell",

}