Optimal estimation of the parameters of Markovian sequences that change their characteristics at random time instants (Q1281059)
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scientific article; zbMATH DE number 1263142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation of the parameters of Markovian sequences that change their characteristics at random time instants |
scientific article; zbMATH DE number 1263142 |
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Optimal estimation of the parameters of Markovian sequences that change their characteristics at random time instants (English)
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5 October 1999
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Gaussian noise
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linear regression
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autoregression
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