Nonparametric semirecursive identification in a wide sense of strong mixing processes

DOI10.1134/S0032946010010047zbMath1205.93157MaRDI QIDQ619515

Publication date: 25 January 2011

Published in: Problems of Information Transmission (Search for Journal in Brave)

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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