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Avtomatika i Telemekhanika, 1986, Issue 4, Pages 171–176
(Mi at7479)
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Notes
Recursive algorithms for nonstationary regression
M. É. Agishtein Moscow
Abstract:
Recurrent algorithms are considered for computing the estimates in a nonstationary regression problem. Their convergence is proved and the rate of convergence studied. An asymptotically efficient algorithm is obtained.
Received: 30.12.1984
Citation:
M. É. Agishtein, “Recursive algorithms for nonstationary regression”, Avtomat. i Telemekh., 1986, no. 4, 171–176
Linking options:
https://www.mathnet.ru/eng/at7479 https://www.mathnet.ru/eng/at/y1986/i4/p171
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Abstract page: | 94 | Full-text PDF : | 43 |
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