Laws of iterated logarithm for state variables with applications (Q3814491)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laws of iterated logarithm for state variables with applications |
scientific article |
Statements
Laws of iterated logarithm for state variables with applications (English)
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1988
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stationary ergodic martingale difference sequence
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Laws of the iterated logarithm
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Kalman filtering
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filtering error
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rate of convergence of the quadratic loss function
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