Bibliographical references


Anderson, B.D.O. y J.B. Moore (1979). Optimalfiltering. Prentice-all, Inc., Englewood Cliffs, N.J.

Anderson, J.E. (1981). "Ridge estimation of house value determinants", Journal of Urban Economics, nº 9, pág. 286-297.

Bock, M.E. (1975). "Minimax estimators of the mean of a multivariate distribution", Annals of Statistics, nº 3, pág. 209-218.

Cooley, T.F., B. Rosenberg y K.D. Wall (1977). "A note on optimal smoothing for time varying coefficient problems", Annals of Economic and Social Measurement, 6, nº 4, pág. 453-456.

Garbade, K. (1977). "Two methods for examining the stability of regression coefficients", Journal of the American Statistical Association, vol. 72, nº 357, pág. 54-63.

Gruber, M.H.J. (1990). Regression estimators. A comparative study, Academic Press, INC., New York.

Hoerl, A.E. y R.W. Kennard (1970). "Ridge regression: biased estimation of nonorthogonal problems", Technometrics, vol. 12, pág. 55-67.

Jazwinsky, A.H. (1970). Stochastic Processes and Filtering Theory, Academic Press, New York.

Ljung, S. y L. Ljung (1985). "Error propagation properties of recursive least-squares adaptation algorithms", Automatica, vol. 21, pág. 157-167.

Marquardt, D.W. y R.D. Snee (1975). "Ridge regression in practice", American Statistician, nº 29, pág. 3-20.

Schmidt, P. (1976). Econometrics, Marcel Dekker, Inc., New York.

Young, P. (1984). Recursive estimation and time-series analysis. An introduction, Springer Verlag, Heidelberg.