Estimation récursive des paramètres d'un modèle de régression, variant au cours du temps

J.-P. Indjehagopian

RAIRO - Operations Research - Recherche Opérationnelle (1981)

  • Volume: 15, Issue: 1, page 39-49
  • ISSN: 0399-0559

How to cite


Indjehagopian, J.-P.. "Estimation récursive des paramètres d'un modèle de régression, variant au cours du temps." RAIRO - Operations Research - Recherche Opérationnelle 15.1 (1981): 39-49. <>.

author = {Indjehagopian, J.-P.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {vector ARIMA model; Kalman filtering; random walk},
language = {fre},
number = {1},
pages = {39-49},
publisher = {EDP-Sciences},
title = {Estimation récursive des paramètres d'un modèle de régression, variant au cours du temps},
url = {},
volume = {15},
year = {1981},

AU - Indjehagopian, J.-P.
TI - Estimation récursive des paramètres d'un modèle de régression, variant au cours du temps
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1981
PB - EDP-Sciences
VL - 15
IS - 1
SP - 39
EP - 49
LA - fre
KW - vector ARIMA model; Kalman filtering; random walk
UR -
ER -


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