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scientific article; zbMATH DE number 3982362
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| English | No label defined |
scientific article; zbMATH DE number 3982362 |
Statements
1985
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asymptotic properties
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stochastic regression
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linear dynamic systems
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eigenvalues
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Kalman filter
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autoregressive model
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martingale difference sequence
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multivariate weighted sum
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stochastic difference equation
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strong consistency
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least squares estimate
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0.7940140962600708
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