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    author
    Tsunemasa Shiba
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    Hiroki Tsurumi
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    publication date
    1982
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    Mathematics Subject Classification ID
    62J02
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    62P20
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    62M20
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    93E10
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    93E11
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    zbMATH DE Number
    3785992
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    zbMATH Keywords
    consistent estimation of time varying parameter model
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    state space representation
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    strong consistency
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    maximum likelihood estimator
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    Kalman filter innovation process
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