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Publication:3746748
zbMath0607.62120MaRDI QIDQ3746748
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic propertieseigenvaluesKalman filterautoregressive modelstrong consistencymartingale difference sequencestochastic difference equationlinear dynamic systemsstochastic regressionleast squares estimatemultivariate weighted sum
Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Inference from stochastic processes (62M99) Martingales with continuous parameter (60G44) Stochastic systems in control theory (general) (93E03)
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