Recursive estimation and time-series analysis. An introduction
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Publication:796948
zbMATH Open0544.62081MaRDI QIDQ796948FDOQ796948
Authors: N. E. Zubov 
Publication date: 1984
Published in: Communications and Control Engineering (Search for Journal in Brave)
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data analysisinstrumental variablesleast squaresrecursive estimationmaximum likelihood methodextended Kalman filter approachpolynomial matrix descriptionprediction error minimizationstochastic model buildingtime-series estimation
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Stochastic approximation (62L20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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