The Role of Linear Recursive Estimators in Time Series Forecasting (Q3740865)

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scientific article; zbMATH DE number 3976159
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    The Role of Linear Recursive Estimators in Time Series Forecasting
    scientific article; zbMATH DE number 3976159

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      The Role of Linear Recursive Estimators in Time Series Forecasting (English)
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      1985
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      linear recursive estimator
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      time series forecasting
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      constant and variable parameter procedures
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      stability
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      Kalman filter
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      dynamic autoregression
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      Carbone-Longini adaptive estimation
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      generalized least squares
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      Widrow's least mean square
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      Makridakis-Wheelwright generalized adaptive filtering
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