The application of the Kalman filter to nonstationary time series through time deformation (Q3077663)
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scientific article; zbMATH DE number 5855781
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| default for all languages | No label defined |
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| English | The application of the Kalman filter to nonstationary time series through time deformation |
scientific article; zbMATH DE number 5855781 |
Statements
The application of the Kalman filter to nonstationary time series through time deformation (English)
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22 February 2011
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time-varying frequencies: time transformation
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state space
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0.8074665069580078
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0.7982306480407715
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0.7932473421096802
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0.7835991382598877
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