Fixed memory least squares filtering (Corresp.)

DOI10.1109/TIT.1975.1055454zbMath0319.93056MaRDI QIDQ4082661

Gerald J. Bierman

Publication date: 1975

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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