Estimation of parameters of a spline-type time series model by the method of least squares (Q1175867)
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scientific article; zbMATH DE number 14785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of parameters of a spline-type time series model by the method of least squares |
scientific article; zbMATH DE number 14785 |
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Estimation of parameters of a spline-type time series model by the method of least squares (English)
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25 June 1992
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This paper deals with spline-type series models of linear regression. The time interval is split into small portions, where the model parameter is simple in each section and suturing conditions are required at the boundaries. Using the recursive method of least squares, the author constructs an algorithm of estimation of parameters based on observed data.
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spline-type time series models
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linear regression
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algorithm
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0.7707732319831848
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