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Estimation of parameters of a spline-type time series model by the method of least squares

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Publication:1175867
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zbMATH Open0737.93082MaRDI QIDQ1175867

K. I. Livshits

Publication date: 25 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)




zbMATH Keywords

algorithmlinear regressionspline-type time series models


Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)



Related Items (2)

SPLINE ESTIMATE OF THE TIME SERIES TREND FOR A RANDOM NUMBER OF DATA AT MEASUREMENT INSTANTS ⋮ Title not available (Why is that?)






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