Linear least squares estimation of complex processes

DOI10.1080/00207727708942045MaRDI QIDQ4120457zbMATH OpenOpenAlexFDO

Authors Mandyam D. Srinath, H. R. Keshavan

Publication date 1977

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727708942045

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

Cites work

• Complex Linear Least Squares
• scientific article; zbMATH DE number 3226460 (Why is no real title available?)
• scientific article; zbMATH DE number 3252904 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• Least squares estimation in dynamic-disturbance time series models
• Least squares filtering and prediction of nonstationary sampled data
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

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