Non-stationary parameter estimation for small sample situations: A comparison of methods
DOI10.1080/00207727608941915zbMATH Open0317.93059OpenAlexW2046358481WikidataQ126248108 ScholiaQ126248108MaRDI QIDQ4079455FDOQ4079455
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Publication date: 1976
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727608941915
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Signal detection and filtering (aspects of stochastic processes) (60G35) Mathematical economics (91B99) Estimation and detection in stochastic control theory (93E10)
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- On the Statistical Treatment of Linear Stochastic Difference Equations
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- SOME THEOREMS IN LEAST SQUARES
- System identification. A survey
- A Bayesian Approach to Short-term Forecasting
- Adaptive filtering
- An approach to adaptive control using real time identification
- The Estimation of Distributed Lags
- Kalman filtering of systems with parameter uncertainties—a survey
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