Application of Kalman Filter Finite Element Method and AIC (Q4456961): Difference between revisions

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+Q3370650
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+Q4769776
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+A new look at the statistical model identification
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+Changing spectrum estimation
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+A smoothness priors time-varying AR coefficient modeling of nonstationary covariance time series
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+A time varying coefficient vector AR modeling of nonstationary covariance time series
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+Publication:4456961