Recursive estimation of a drifted autoregressive parameter. (Q1848802)
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scientific article; zbMATH DE number 1828965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of a drifted autoregressive parameter. |
scientific article; zbMATH DE number 1828965 |
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Recursive estimation of a drifted autoregressive parameter. (English)
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14 November 2002
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Autoregressive model
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convergence rate
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recursive algorithm
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