Estimating the Solution of a Stochastic Difference Equation

DOI10.1137/0121005zbMath0224.60019OpenAlexW2068849539MaRDI QIDQ5630438

Kenneth N. Berk

Publication date: 1971

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0121005

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic analysis (60H99) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (3)

Beck's rod with shear, compressibility and pulsating force ⋮ Stability of stochastic 2-D systems ⋮ The influence of shear and extensibility on the stability of a heavy rotating rod

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