Prediction and filtration of a partially observed vector ARMA system of first order (Q1064999): Difference between revisions
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| Property / cites work: Linear stochastic systems with constant coefficients. A statistical approach / rank | |||
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| Property / cites work: Introduction to stochastic control theory / rank | |||
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| Property / cites work: Q5521815 / rank | |||
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| Property / cites work: A view of three decades of linear filtering theory / rank | |||
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Latest revision as of 18:17, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction and filtration of a partially observed vector ARMA system of first order |
scientific article |
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Prediction and filtration of a partially observed vector ARMA system of first order (English)
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1985
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first order type system
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estimation of the autoregressive and moving average parameters
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