scientific article; zbMATH DE number 3988555

zbMATH Open0611.62117MaRDI QIDQ3750868FDOQ3750868

Authors: A. G. Zafiridi, Yu. V. Kuk 

Publication date: 1985

Title of this publication is not available (Why is that?)

Recommendations

• Simple consistent estimation of the coefficients of a linear filter
• scientific article; zbMATH DE number 4109752
• On minimax filtration of vector processes
• scientific article; zbMATH DE number 862134
• Optimal linear filtering and smoothing for a discrete-time stable linear model

zbMATH Keywords

random effects modelmean square errorfilteringdiscrete timenon-stationary filtrationrecurrence formulaslinear estimatorslinear regression in time series

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Relations Among the Minimum Norm Coefficients for Degenerate Nonstationary Flows

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3750868)