scientific article
From MaRDI portal
Publication:3666103
zbMath0517.62093MaRDI QIDQ3666103
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
likelihood ratioRiccati equationsKalman filteringsufficient statisticsrational spectral densityexplicit formulae for Radon-Nikodym derivativesspectral density of autoregressive moving average Gaussian process
Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sufficiency and information (62B99)
This page was built for publication:
