Publication:4215575
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zbMath0945.62094MaRDI QIDQ4215575
Bovas Abraham, A. Thavaneswaran, M. Shelton Peiris
Publication date: 12 October 2000
optimal prediction; nonlinear time series; optimal estimation; non-Gaussian models; doubly stochastic time series; minimum mean square; random coefficient autoregressive
62M20: Inference from stochastic processes and prediction
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