This article is cited in 1 paper

Stochastic Systems

On the difference equation for statistical estimation and forecasting

M. E. Byvaikov, A. A. Romashchev

Moscow

Abstract: A straightforward computing algorithm is developed for statistical estimation and forecasting the parameters of the polynomial deterministic basis of random processes by the method of least squares. A procedure is described whereby a linear difference equation with variable coefficients is obtained which is the core of the algorithm.

UDC: 519.248.


Received: 26.05.1986