The Role of Linear Recursive Estimators in Time Series Forecasting
type: Item
instance of: scholarly article
title: The Role of Linear Recursive Estimators in Time Series Forecasting
zbMATH Open document ID: 0604.62093
published in: Management Science
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 3976159
zbMATH Keywords: linear recursive estimator
zbMATH Keywords: time series forecasting
zbMATH Keywords: constant and variable parameter procedures
zbMATH Keywords: stability
zbMATH Keywords: Kalman filter
zbMATH Keywords: dynamic autoregression
zbMATH Keywords: Carbone-Longini adaptive estimation
zbMATH Keywords: generalized least squares
zbMATH Keywords: Widrow's least mean square
zbMATH Keywords: Makridakis-Wheelwright generalized adaptive filtering
MaRDI profile type: Publication
full work available at URL: mnsc.31.2.188
OpenAlex ID: W2092430922
DOI: 10.1287/MNSC.31.2.188
description: scientific article