THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS (Q5285838)
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scientific article; zbMATH DE number 222971
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| English | THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS |
scientific article; zbMATH DE number 222971 |
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THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS (English)
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29 June 1993
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non-normal noise
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long-run distribution
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multivariate autoregressive process
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time-varying transition matrix
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arbitrary noise distributions
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infinitely divisible
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estimation error
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Kalman filter
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0.7683308720588684
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0.7620724439620972
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0.7567192316055298
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0.7524893879890442
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