scientific article; zbMATH DE number 3873200

MaRDI QIDQ3340741zbMATH OpenFDO

Authors D. Canon, Christian Doncarli

Publication date 1984

zbMATH Keywords

extended Kalman filtersequential algorithmchanges in autoregressive moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Sequential estimation (62L12) Estimation and detection in stochastic control theory (93E10)

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