Recursive estimation in the general linear model

DOI10.1017/S0004972700026654MaRDI QIDQ3745090zbMATH OpenFDO

Authors Susanti Lianto

Publication date 1987

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972700026654

zbMATH Keywords

general linear modelKalman filteringmixed model with random componentsrecursive estimationunbalanced mixed model with two-way crossed classification with interaction

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99)

Cited in

(8)

• Recursions for the two-stage least-squares estimators
• Recursive estimation in linear models with general errors and grouped data: A median-based procedure and related asymptotics
• On the recursive parameter estimation in the general discrete time statistical model
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1
• Recursive estimation of linear systems
• Recursive Estimation of a Vector Parameter under Bahadur Risk
• Recursive parameter estimation: convergence
• Recursive estimation based on an extended observation vector

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