Optimal estimation of the parameters of Markovian sequences that change their characteristics at random time instants
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Publication:1281059
zbMath0921.62104MaRDI QIDQ1281059
Publication date: 5 October 1999
Published in: Automation and Remote Control (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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