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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    The application of the Kalman filter to nonstationary time series through time deformation
    scientific article; zbMATH DE number 5855781

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      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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