REFERENCES
- Anderson , T. W. 1971 . The Statistical Analysis of Time Series New York : John Wiley and Sons, Inc. .
- Anderson , W. N. , Kleindorfer , G. B. , Klein-Dorfer , P. B. and Woodroofe , M. B. 1969 . “Consistent Estimates of the Parameters of a Linear System” . Ann. Math. Statist. , 40 : 2064 – 2075 .
- Box , G. E. P. and Jenkins , G. M. 1970 . Time Series Analysis: Forecasting and Control San Francisco : Houlden Day. .
- Deutsch , R. 1965 . Estimation Theory Englewood Cliffs : Prentice-Hall Inc. .
- Kalman , R. E. 1960 . “A New Approach to Linear Filtering and Prediction Problems” . J. Basic Eng. A.S.M.E. , 82 : 35 – 45 .
- Kalman , R. E. and Bucy , R. S. 1961 . “New Results in Linear Filtering and Prediction Theory” . Trans. A.S.M.E., J. Basic Eng. , 83 D : 95 – 108 .
- Muth , J. F. 1960 . “Optimal properties of exponentially weighted forecasts” . J. Amer. Statist. Assoc. , 5 : 299 – 306 .
- Pagano , M. 1974 . “Estimation of Models of Autoregressive Signals plus White Noise” . Ann. Statist. , 2 : 99 – 108 .
- Rao , C. R. 1973 . Linear Statistical Inference and Its Applications, , 2nd Ed. New York : John Wiley and Sons, Inc. .
- Sage , A. P. and Melsa , J. L. 1971 . Estimation Theory: With Applications to Communications and Controls New York : McGraw-Hill Book Co. .
- Stewart , K. B. 1970 . “A New Weighted Average” . Technometrics , 12 : 247 – 258 .
- Stewart , K. B. 1972 . “Situations in which the arithmetic and geometric moving averages are inefficient estimators” . Technometrics , 14 : 619 – 633 .