Detecting changes in the ar parameters of a nonstationary arma process (Q3732797): Difference between revisions

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+Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
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+Sequential detection of abrupt changes in spectral characteristics of digital signals
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+Single sample modal identification of a nonstationary stochastic process
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+Asymptotic inference in stationary Gaussian time-series
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+Q5512461
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+Q3911791
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+Optimal instrumental variable estimation and approximate implementations
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+A survey of design methods for failure detection in dynamic systems
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