scientific article; zbMATH DE number 3754538

MaRDI QIDQ3937256zbMATH OpenFDO

Authors Heikki Ruskeepaa

Publication date 1982

zbMATH Keywords

econometric modelsKalman filterorthogonal projectionsstochastic regressors

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Filtering in stochastic control theory (93E11)

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