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    Statements

    author
    Randolph L. Moses
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    publication date
    1986
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    zbMATH Keywords
    stochastic realization
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    autocovariance samples
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    stable state space model
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    weighted quadratic error function
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    maximum likelihood estimates
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    Identifiers

    Mathematics Subject Classification ID
    93E03
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    93B15
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    93C05
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    62J10
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    93E10
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    93E25
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    93E20
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    zbMATH DE Number
    3978949
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