Iterated least squares in multiperiod control

DOI10.1016/S0196-8858(82)80005-5zbMath0489.62073MaRDI QIDQ1166876

Tze Leung Lai, Herbert Robbins

Publication date: 1982

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

recursive procedures; iterated least squares; multiperiod control

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62L05: Sequential statistical design

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