Advanced methods of recursive time-series analysis (Q4749050)
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scientific article; zbMATH DE number 3806784
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| English | Advanced methods of recursive time-series analysis |
scientific article; zbMATH DE number 3806784 |
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Advanced methods of recursive time-series analysis (English)
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1983
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stochastic dynamic systems
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optimal generalized equation error methods
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Box-Jenkins model
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performance comparison
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errors-in-variables representation
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prediction error minimization
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consistency
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asymptotic efficiency
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recursive estimation
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transfer function model
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