Estimation of covariance matrices of vector wiener process by minque method (Q3745104)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of covariance matrices of vector wiener process by minque method |
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Estimation of covariance matrices of vector wiener process by minque method (English)
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1986
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MINQUE
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minimum norm quadratic unbiased estimator
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multidimensional Wiener process
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covariance matrices
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general linear models
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