Maximum a posteriori estimation of time-varying ARMA processes from noisy observations
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Publication:3795575
DOI10.1109/29.1551zbMath0649.93061OpenAlexW2161597062MaRDI QIDQ3795575
Publication date: 1988
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/29.1551
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)
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