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Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise - MaRDI portal

Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise (Q3678636)

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Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise
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    Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise (English)
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    1983
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    least-square estimators
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    consistency
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    estimation of linear systems
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    autocorrelated noise
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    linear dynamic system
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