The parameter estimation of RTVAR and GRTVAR models and the GRTVAR prediction formulas are also established.
文中给出RTVAR模型和GRTVAR模型参数的估计方法，并建立广义回归—时变自回归预测公式。
The parameter estimation of RTVAR and GRTVAR models and the GRTVAR prediction formulas are also established.
文中给出RTVAR模型和GRTVAR模型参数的估计方法，并建立广义回归—时变自回归预测公式。
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