Advanced methods of recursive time-series analysis (Q4749050): Difference between revisions

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Latest revision as of 17:45, 13 June 2024

scientific article; zbMATH DE number 3806784
Language Label Description Also known as
English
Advanced methods of recursive time-series analysis
scientific article; zbMATH DE number 3806784

    Statements

    Advanced methods of recursive time-series analysis (English)
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    1983
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    stochastic dynamic systems
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    optimal generalized equation error methods
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    Box-Jenkins model
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    performance comparison
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    errors-in-variables representation
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    prediction error minimization
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    consistency
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    asymptotic efficiency
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    recursive estimation
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    transfer function model
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