Edgeworth expansions in state perturbation estimation (Q3927151)

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Edgeworth expansions in state perturbation estimation
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    Edgeworth expansions in state perturbation estimation (English)
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    1981
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    Edgeworth expansions
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    state perturbation estimation
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    asymptotic Hermite series expansion
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    Kalman filtering
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    ordinary differential equations
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    conditional state density
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    recursive equations
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