Identification and prediction of a class of non-Gaussian time-series via transformation

DOI10.1080/00207727308920026zbMath0254.62063OpenAlexW2001374400MaRDI QIDQ5667918

Daniel Graupe, Daniel J. Krause

Publication date: 1973

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727308920026

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Invariants of the Markov process by the transformation of variables

Cites Work

• Recursive Bayesian estimation using Gaussian sums
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