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Optimal recursive estimation of raw data

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Publication:1772982
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DOI10.1007/S10479-004-5039-5zbMath1119.62301OpenAlexW2078315770MaRDI QIDQ1772982

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

Publication date: 22 April 2005

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-004-5039-5


zbMATH Keywords

error minimizationoptimal estimatestochastic vector


Mathematics Subject Classification ID

Nonparametric estimation (62G05)


Related Items (1)

Filtering of infinite sets of stochastic signals: an approach based on interpolation techniques




Cites Work

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  • Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
  • On eigenvalues decomposition estimators of centro-symmetric covariance matrices
  • The modelling and numerical simulation of causal non-linear systems.
  • Forward-only and forward-backward sample covariances -- a comparative study.
  • On the best quadratic approximation of nonlinear systems
  • Optimal fixed rank transform of the second degree
  • An optimal filter of the second order




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