Wiener prediction and exponentially discounted least squares

Author:

Berk Kenneth N

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference10 articles.

1. Generalization of the class of non-random inputs of the Zadeh-Ragazzini prediction model;Blum;IRE Trans. Information Theory,1956

2. Smoothing, Forecasting, and Prediction of Discrete Time Series;Brown,1963

3. Extrapolating time series by discounted least squares;Duffin;J. Math. Anal. Appl.,1967

4. On linear estimation theory for an infinite number of observations;Hájek;Theory Probability Appli.,1961

5. Smoothing and extrapolation of time series by discrete Laguerre polynomials;Morrison;SIAM J. Appl. Math.,1967

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Estimating the Solution of a Stochastic Difference Equation;SIAM Journal on Applied Mathematics;1971-07

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