ON-LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL (Q3968348)

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ON-LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL
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    ON-LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL (English)
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    1982
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    one-line variance estimation
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    steady state Bayesian forecasting model
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    linear model
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    Kalman filter
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