Optimal multilinear estimation of a random vector under constraints of causality and limited memory

DOI10.1016/j.csda.2006.10.020zbMath1452.62373OpenAlexW1979781519MaRDI QIDQ1020890

Anatoli Torokhti, Phil G. Howlett, Charles E. M. Pearce

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.10.020

zbMATH Keywords

causalityrandom vectorsfinite memoryleast squares singular pivot algorithmmultilinear estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)

Related Items (2)

Data compression under constraints of causality and variable finite memory ⋮ Editorial: 2nd special issue on statistical signal extraction and filtering

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