Wiener prediction and exponentially discounted least squares

DOI10.1016/0022-247X(70)90084-3zbMath0183.48901MaRDI QIDQ2535633

Kenneth N. Berk

Publication date: 1970

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

information, communication

Cites Work

• Extrapolating time series by discounted least squares
• An Approach to Time Series Analysis
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• Smoothing and Extrapolation of Time Series by Means of Discrete Laguerre Polynomials
• On Linear Estimation Theory for an Infinite Number of Observations
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