Publication:3771426
From MaRDI portal
zbMath0633.62057MaRDI QIDQ3771426
Publication date: 1987
prediction; dualities; estimation; Kalman filter; Gauss-Markov theorem; inner products; exercises; multivariate linear model; Gaussian linear models; Gauss-Markov estimator; covariance-operator; geometric approach to generalized inverses
62M20: Inference from stochastic processes and prediction
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F15: Bayesian inference
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
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