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On optimal parameters estimation with computational constraints

 

作者: D. N. PRABHAKAR MURTHY,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1974）
卷期: Volume 5, issue 4  

页码: 351-355

 

ISSN:0020-7721

 

年代: 1974

 

DOI:10.1080/00207727408920103

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In a previous paper (Murthy 1973) wo discussed various methods for estimating the parnmoters using sample eovariances. In this note we suggest a. method for obtaining thu optimum number of covarianco9 to bo used in the estimation.

 

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