Linear least squares estimation of complex processes

DOI10.1080/00207727708942045zbMath0349.93054OpenAlexW2031859443MaRDI QIDQ4120457

H. R. Keshavan, Mandyam D. Srinath

Publication date: 1977

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727708942045

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Least squares filtering and prediction of nonstationary sampled data
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• Least squares estimation in dynamic-disturbance time series models
• Complex Linear Least Squares

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