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Statistics
A Journal of Theoretical and Applied Statistics
Volume 19, 1988 - Issue 4
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Original Articles

Adaptive estimation and prediction for an extension of the antoregressive multiple time series model

Pages 557-564 | Received 01 Dec 1981, Published online: 27 Jun 2007

References

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  • Gunther , R. 1988 . Adaptive Estimation for an Extension of the An to regressive Time Series Model . statistics , 19 : 545 – 555 .
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  • Nevelson , M.B. and Chasminskij , R.Z. 1972 . Stochastic Approximation and Recurrent Estimation Moscow

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