Prediction error estimator for non-linear stochastic systems (Q3791061)

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Prediction error estimator for non-linear stochastic systems
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    Prediction error estimator for non-linear stochastic systems (English)
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    1988
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    NARMAX (Nonlinear AutoRegressive Moving Average with eXogenous inputs) models
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    prediction error method
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    structural indices
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    structure selection
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    cross-validation methods
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    parameter estimation
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