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    author
    Danny Pfeffermann
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    publication date
    1984
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    zbMATH DE Number
    3870421
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    zbMATH Keywords
    Kalman filter models
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    stationary models
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    best linear unbiased prediction
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    Gauss-Markov theorem
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    stochastic regression coefficients
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    optimal prediction of coefficients of unobserved relations
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