Sequential Estimation of Expectations in the Presence of Trend2

DOI10.1111/J.1467-842X.1981.TB00777.XMaRDI QIDQ3940688zbMATH OpenFDO

Authors

Publication date 1981

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-842X.1981.TB00777.X

zbMATH Keywords

forecastingrate of convergence

Mathematics Subject Classification ID

Sequential estimation (62L12) Stochastic approximation (62L20)

Cited in

(2)

• A dynamic method of moments
• Ewma charts for multivariate time series

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