Estimation of the Gauss-Markov process from observation of its sign (Q1838805)
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scientific article; zbMATH DE number 3806780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Gauss-Markov process from observation of its sign |
scientific article; zbMATH DE number 3806780 |
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Estimation of the Gauss-Markov process from observation of its sign (English)
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1983
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observation of sign
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ergodic Gauss-Markov process
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nonlinear estimator
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minimal mean-squared error
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best linear estimator
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optimal estimation
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optimal prediction
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