Publication:3746748
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zbMath0607.62120MaRDI QIDQ3746748
Publication date: 1985
asymptotic properties; eigenvalues; Kalman filter; autoregressive model; strong consistency; martingale difference sequence; stochastic difference equation; linear dynamic systems; stochastic regression; least squares estimate; multivariate weighted sum
62M20: Inference from stochastic processes and prediction
62H12: Estimation in multivariate analysis
62M99: Inference from stochastic processes
60G44: Martingales with continuous parameter
93E03: Stochastic systems in control theory (general)
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