scientific article; zbMATH DE number 3806779

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zbMath0511.62094MaRDI QIDQ4749046

Marek Musiela

Publication date: 1981

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

zbMATH Keywords

minimum variance unbiased estimation covariance function minimax estimators quadratic loss function admissible estimators continuous Gaussian Markov process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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