Development of more sophisticated ideas in data type and structure, with an introduction to the connection between data structures and the algorithms they support. Data abstraction. Controlled access ...

The estimation problem in the linear model with prior information on a subvector of parameters is studied. The recursive least squares algorithm is extended to the case of singular matrices of ...

This is a preview. Log in through your library . Abstract In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by ...