Wiener prediction and exponentially discounted least squares

DOI10.1016/0022-247X(70)90084-3MaRDI QIDQ2535633zbMATH OpenFDO

Authors Kenneth N. Berk

Publication date 1970

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(70)90084-3

zbMATH Keywords

information, communication

Cites work

• An Approach to Time Series Analysis
• Extrapolating time series by discounted least squares
• scientific article; zbMATH DE number 3285568 (Why is no real title available?)
• scientific article; zbMATH DE number 3305567 (Why is no real title available?)
• On Linear Estimation Theory for an Infinite Number of Observations
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• Smoothing and Extrapolation of Time Series by Means of Discrete Laguerre Polynomials

This page was built for publication: Wiener prediction and exponentially discounted least squares

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2535633)