A recursive approach to parameter estimation in regression and time series models (Q4195810): Difference between revisions

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Latest revision as of 02:29, 13 June 2024

scientific article; zbMATH DE number 3635350
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English
A recursive approach to parameter estimation in regression and time series models
scientific article; zbMATH DE number 3635350

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    A recursive approach to parameter estimation in regression and time series models (English)
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    1979
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    Regression
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    Arima Time Series Models
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    Recursive Estimation
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    Extended Kalman Filter
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    Time Varying Parameters
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