Algorithm design strategies such as divide and conquer. Elementary techniques for analysis; asymptotic analysis, recursion equations, estimation methods, elementary combinatorial arguments.

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point t - 1 with ...

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 ...