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Calculation of regularized least squares estimators of autoregression coefficients based on inaccurate data - MaRDI portal

Calculation of regularized least squares estimators of autoregression coefficients based on inaccurate data (Q752661)

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scientific article; zbMATH DE number 4179272
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English
Calculation of regularized least squares estimators of autoregression coefficients based on inaccurate data
scientific article; zbMATH DE number 4179272

    Statements

    Calculation of regularized least squares estimators of autoregression coefficients based on inaccurate data (English)
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    1990
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    regularized least squares estimates
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    autoregression coefficients
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    additive random measurement errors
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    identification of parameters
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