scientific article; zbMATH DE number 3717206
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Publication:3907468
feedbackleast squaresmaximum likelihoodminimax identificationmodel theoryprediction errorregressiontime series estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) System identification (93B30) Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)
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