The Role of Linear Recursive Estimators in Time Series Forecasting (Q3740865)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Role of Linear Recursive Estimators in Time Series Forecasting |
scientific article |
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The Role of Linear Recursive Estimators in Time Series Forecasting (English)
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1985
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linear recursive estimator
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time series forecasting
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constant and variable parameter procedures
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stability
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Kalman filter
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dynamic autoregression
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Carbone-Longini adaptive estimation
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generalized least squares
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Widrow's least mean square
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Makridakis-Wheelwright generalized adaptive filtering
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