Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters (Q1031371)
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scientific article; zbMATH DE number 5623153
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| English | Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters |
scientific article; zbMATH DE number 5623153 |
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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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0.8252992630004883
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0.8186089992523193
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0.8077804446220398
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0.8060478568077087
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0.7923329472541809
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