Fitting a smooth moving average to noisy data (Corresp.)

DOI10.1109/TIT.1976.1055572zbMath0333.93043OpenAlexW2049369268MaRDI QIDQ4099496

Howell Tong

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1109/tit.1976.1055572

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Information theory (general) (94A15)

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A note on a local equivalence of two recent approaches to autoregressive order determination

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