Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
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estimationautoregressive modeladditive and multiplicative noiselinear-in-parameters modelsmodified least-squares method
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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