scientific article; zbMATH DE number 3922506

MaRDI QIDQ3697008zbMATH OpenFDO

Authors Runjin Ma

Publication date 1985

zbMATH Keywords

recursive least squares methodon-line identificationself-tuning predictornonstationary ARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Robustness and adaptive procedures (parametric inference) (62F35) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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