Continuous-time AR process parameter estimation in presence of additive white noise (Q2732919)
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scientific article; zbMATH DE number 1632298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time AR process parameter estimation in presence of additive white noise |
scientific article; zbMATH DE number 1632298 |
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Continuous-time AR process parameter estimation in presence of additive white noise (English)
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2 December 2001
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continuous-time autoregressive processes
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Gaussian noise
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least squares methods
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sampling methods
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parameter estimation
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0.89933765
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0.89545906
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0.8767394
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0.87231374
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0.8619264
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