All Supporting Information may be found in the online version of this article.

wrcr20068-sup-0001-fs01.pdf1737KThe auxiliary material collected in this document is associated with the example discussed in section 4 of the main paper, including additional discussion on other topics mentioned in the paper relating to rectangular-weighted-past parameter estimation, state-dependent parameter estimation of the error variance, errors-in-variables, inverse estimation and adaptive forecasting.

Please note: Wiley Blackwell is not responsible for the content or functionality of any supporting information supplied by the authors. Any queries (other than missing content) should be directed to the corresponding author for the article.