Non-stationary parameter estimation for small sample situations: A comparison of methods

DOI10.1080/00207727608941915MaRDI QIDQ4079455zbMATH OpenOpenAlexWikidataFDO

Authors

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

Mathematics Subject Classification ID

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)

Cites work

• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A Bayesian Approach to Short-term Forecasting
• Adaptive filtering
• An approach to adaptive control using real time identification
• Kalman filtering of systems with parameter uncertainties—a survey
• On a Family of Lag Distributions
• On the Statistical Treatment of Linear Stochastic Difference Equations
• SOME THEOREMS IN LEAST SQUARES
• System identification. A survey
• The Estimation of Distributed Lags

This page was built for publication: Non-stationary parameter estimation for small sample situations: A comparison of methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4079455)