On the parameters estimation of continuous-time ARMA processes from noisy observations (Q3758686)
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scientific article; zbMATH DE number 4008246
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| English | On the parameters estimation of continuous-time ARMA processes from noisy observations |
scientific article; zbMATH DE number 4008246 |
Statements
On the parameters estimation of continuous-time ARMA processes from noisy observations (English)
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1987
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linear parameter process
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autoregressive process
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iterative algorithm
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maximum a-posteriori estimator
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continuous-time
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0.8140696287155151
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0.8060478568077087
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0.8013032078742981
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0.790606677532196
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0.7862091660499573
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