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zbMath0729.60026MaRDI QIDQ3353889

Marian Błachuta, Andrzej Polański

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

state-space model ARMA models Gauss-Markov processes symmetric solutions to the Riccati equation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

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