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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Recursive least squares method: Selected applications
 Mičuda, Timotej ; Hendrych, Radek (advisor) ; Hudecová, Šárka (referee)
This bachelor's thesis introduces, derives and implements recursive least squares me- thod. The recursive least squares method is analogy to ordinary least squares for linear regression exercise. Method uses recursive procedure to update coefficients. The goal of this work is to introduce the recursive method algorithm and to become familiar with its benefits. We will use the method for three different simulations, where we show selected properties and modifications. Also we apply the method for estimation of real data in connection with CAPM model. 1
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