Recursive estimation of system parameter in environmental time series models

MaRDI QIDQ4496095zbMATH OpenFDO

Authors P. Mantovan, A. Pastore, S. Tonellato

Publication date 18 January 2001

zbMATH Keywords

dynamic linear modelsKalman filtermethod of moments estimatorssystem parameter estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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Cited in

(1)

• A comparison between parallel algorithms for system parameter estimation in dynamic linear models

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