Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters (Q1031371)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters |
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Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters (English)
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29 October 2009
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AR parameters
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Kalman filters
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consistent estimation
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instrumental variables
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