scientific article; zbMATH DE number 3811435
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Publication:3659634
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Technical applications of optics and electromagnetic theory (78A55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Measures of information, entropy (94A17)
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