Structure of stationary finite observation records of discrete-time stochastic linear systems (Q3340736)
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scientific article; zbMATH DE number 3873197
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| English | Structure of stationary finite observation records of discrete-time stochastic linear systems |
scientific article; zbMATH DE number 3873197 |
Statements
Structure of stationary finite observation records of discrete-time stochastic linear systems (English)
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1983
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discrete-time stationary Gaussian stochastic processes
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sufficient statistics
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state space representation
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autoregressive-moving average processes
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stochastic realization
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0.8047950267791748
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0.7794963717460632
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0.759803831577301
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0.7533513903617859
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0.7500699758529663
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