A stochastic approximation algorithm for the adaptive control of time series following generalized linear models

Journal of Time Series Analysis

Volumn 20, Issue 3, 1999, Pages 289-308

  Fokianos, Konstantinos ^a   Kedem, Benjamin ^a  

^a NONE

Author keywords

Control; Iterative re weighted least squares; Partial likelihood; Recursive estimation; Tracking

Indexed keywords

EID: 0013284605     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00138     Document Type: Article

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