First inverse moment of a generalized quadratic form

DOI10.1016/S0167-7152(98)00137-0zbMath0934.62056OpenAlexW1963964353MaRDI QIDQ1305224

B. Lindoff

Publication date: 27 April 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00137-0

zbMATH Keywords

exponential forgettinggeneralized quadratic formsinverse momentsrecursive least-squares estimation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inference from stochastic processes (62M99)

Related Items (1)

First inverse moment of a generalized quadratic form

Cites Work

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