Edgeworth expansions in state perturbation estimation (Q3927151)
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scientific article; zbMATH DE number 3741276
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| English | Edgeworth expansions in state perturbation estimation |
scientific article; zbMATH DE number 3741276 |
Statements
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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