Fixed memory least squares filtering (Corresp.)
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Publication:4082661
DOI10.1109/TIT.1975.1055454zbMath0319.93056MaRDI QIDQ4082661
Publication date: 1975
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
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