Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis

DOI10.2307/2284643MaRDI QIDQ5667896zbMATH OpenOpenAlexFDO

Authors Susan D. Horn, David B. Duncan

Publication date 1972

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2284643

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(27)

• Signal extraction and filtering by linear semiparametric methods
• Recursive stability analysis of linear regression relationships. An exploratory methodology
• A Bayesian approach to time-varying cross-sectional regression models
• Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method
• Recursions for the two-stage least-squares estimators
• Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated
• On the Kalman filter with possibly degenerate and correlated errors
• Updating linear models with dependent errors to include additional data and/or parameters
• Adaptive Kalman filtering with multivariate generalized Laplace system noise
• Bayesian estimation procedure in multiprocess non-linear dynamic generalized model
• Estimation in the multiprocess dynamic generlized linear model
• Regression analysis of dependent error models
• Analytical uses of Kalman filtering in econometrics — A survey
• On spatiotemporal prediction for on-line monitoring data
• Nonlinear quasi-bayesian theory and inverse linear regression
• Maximum likelihood estimation for dynamic factor models with missing data
• Modeling Unequally Spaced Bivariate Growth Curve Data Using a Kalman Filter Approach
• Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances
• A statistical overview and perspectives on data assimilation for marine biogeochemical models
• Can we estimate macroforecasters' mis-behavior?
• A radial return algorithm application in elastoplastic frame analysis using plastic hinge approach
• Modeling diurnal hormone profiles by hierarchical state space models
• Regularised estimation for ARMAX process with measurements subject to outliers
• Algorithm 1051: UltimateKalman, flexible Kalman filtering and smoothing using orthogonal transformations
• An alternative derivation of the Kalman filter using the quasi-likelihood method
• Recursive estimation in econometrics
• Adaptive deadband control of a drifting process with unknown parameters

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