Least squares adaptive polynomials

DOI10.1080/03610928908829900zbMath0696.62170OpenAlexW1985853290MaRDI QIDQ3473159

Ranjit M. Passi, Claude Morel

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829900

zbMATH Keywords

Kalman filterinnovationexponential weightsdata adaptiveupdate property

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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