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Laws of iterated logarithm for state variables with applications - MaRDI portal

Laws of iterated logarithm for state variables with applications (Q3814491)

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Laws of iterated logarithm for state variables with applications
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    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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