Pure time updates for least squares lattice algorithms

DOI10.1109/TAC.1983.1103328MaRDI QIDQ3657893zbMATH OpenFDO

Authors Boaz Porat

Publication date 1983

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1983.1103328

zbMATH Keywords

autoregressive modelinglattice algorithmstime update formulas

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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