scientific article

zbMATH Open0545.93064MaRDI QIDQ3337340

Maciej Niedźwiecki

Publication date: 1984

Title of this publication is not available (Why is that?)

zbMATH Keywords

exponential forgettingKalman filterBayesian risk functionnonstationary autoregressive processparametric spectrum estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra ⋮ Bayesian Estimation of the Spectral Density of a Time Series ⋮ Bayesian-like autoregressive spectrum estimation in the case of unknown process order

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