A Recursive Algorithm for Adaptive Estimation and Parameter Change Detection of Time Series Models (Q3740081)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Recursive Algorithm for Adaptive Estimation and Parameter Change Detection of Time Series Models |
scientific article |
Statements
A Recursive Algorithm for Adaptive Estimation and Parameter Change Detection of Time Series Models (English)
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1986
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change point problem
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discounted recursive least-squares
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adaptive smoothing
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Box-Jenkins models
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D.R.L.S. algorithm
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autoregressive moving- average models
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parameter change detection
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adaptive forecasting
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