Publication:3750868

zbMath0611.62117MaRDI QIDQ3750868

Yu. V. Kuk, A. G. Zafiridi

Publication date: 1985

zbMATH Keywords

filtering; recurrence formulas; linear estimators; discrete time; mean square error; random effects model; non-stationary filtration; linear regression in time series

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62J05: Linear regression; mixed models

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory