scientific article; zbMATH DE number 3869186
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Bayesian risk functionexponential forgettingKalman filternonstationary autoregressive processparametric spectrum estimator
Foundations and philosophical topics in statistics (62A01) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)
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- scientific article; zbMATH DE number 4054854
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