Nonstationary Gauss-Markov Processes: Parameter Estimation and Dispersion (Q5001640)
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scientific article; zbMATH DE number 7374167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationary Gauss-Markov Processes: Parameter Estimation and Dispersion |
scientific article; zbMATH DE number 7374167 |
Statements
Nonstationary Gauss-Markov Processes: Parameter Estimation and Dispersion (English)
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22 July 2021
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tight nonasymptotic exponentially decaying bound
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tail probability
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estimation error
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