Estimation of parameters of a spline-type time series model by the method of least squares

zbMath0737.93082MaRDI QIDQ1175867

K. I. Livshits

Publication date: 25 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

algorithm; linear regression; spline-type time series models

Mathematics Subject Classification ID

93E24: Least squares and related methods for stochastic control systems