6533b855fe1ef96bd12b0469
RESEARCH PRODUCT
Recursive estimators 1
Zaka Ratsimalahelosubject
statisticsautomatiqueoperational research[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST][MATH.MATH-ST] Mathematics [math]/Statistics [math.ST]control theoryoperations researchrecherche opérationnelledescription
In this paper, we present first the recursive estimation of parameters of linear regression models and we show the link between a matrix of projection and a matrix of gain. Two cases are examined : constant parameters and parameters changing over time. In the second part the recursion formulae for the two stage least squares are given.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1991-01-01 |