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Recursive Estimation for Some Nonstationary Processes

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Publication:4215923
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DOI10.1177/0008068319960302zbMATH Open0914.62066OpenAlexW2734433814MaRDI QIDQ4215923

Author name not available (Why is that?)

Publication date: 21 January 1999

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319960302



zbMATH Keywords

missing observationsrecursive estimationnonstationary time series


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)



Related Items (5)

Recursive regression estimators with application to nonparametric prediction ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ New recursive estimators from correlated interrupted observations using covariance information ⋮ Recursive estimation of discrete-time signals from nonlinear randomly delayed observations






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