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scientific article; zbMATH DE number 3518662 - MaRDI portal

scientific article; zbMATH DE number 3518662

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Publication:4096828

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zbMath0331.93064MaRDI QIDQ4096828

H. W. Brewer

Publication date: 1976

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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A treatment of nonwhite measurement noise in discrete linear systems ⋮ Least squares estimation of nonstationary covariance parameters in linear systems

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