Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis

DOI10.2307/2284643zbMath0254.62039OpenAlexW4213294782MaRDI QIDQ5667896

Susan D. Horn, David B. Duncan

Publication date: 1972

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2284643

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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