Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
- 1 December 1972
- journal article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 67 (340) , 815
- https://doi.org/10.2307/2284643
Abstract
A large class of useful multivariate recursive time series models and estimation methods has appeared in the engineering literature. Despite the interest and ut...Keywords
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