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Titre :
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Recursive estimation and time-series analysis
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Auteurs :
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P. Young
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Type de document :
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ouvrage
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Editeur :
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London [GBR] : Springer, 1984
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Format :
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300 p.
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Langues:
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= Anglais
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Catégories :
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INFORMATIQUE-MESURES
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Mots-clés:
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SERIE CHRONOLOGIQUE
;
ANALYSE STATISTIQUE
;
MODELE STOCHASTIQUE
;
REGRESSION
;
METHODE DES MOINDRES CARRES
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Résumé :
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Recursive estimation : a tutorial introduction - Recursive estimation and stochastic approximation - Recursive least squares regression analysis - Recursive estimation of time-variable parameters in regression models - The time-series estimation problem - the instrumental variable method of time-series analysis - Optimum instrumental variable methods of time-series model estimation - Alternative rexcursive approaches to time-series analysis - Recursive estimation : a general tool in data nanlysis and stochastic model buiding - Relevant mathematical and statistical background material.
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