On the parameters estimation of continuous-time ARMA processes from noisy observations (Q3758686)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the parameters estimation of continuous-time ARMA processes from noisy observations |
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On the parameters estimation of continuous-time ARMA processes from noisy observations (English)
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1987
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linear parameter process
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autoregressive process
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iterative algorithm
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maximum a-posteriori estimator
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continuous-time
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