On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises
DOI10.1134/S0005117917100058zbMath1387.93158OpenAlexW2761367554MaRDI QIDQ683456
S. E. Vorobeichikov, Victor Konev
Publication date: 6 February 2018
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117917100058
nonlinear time seriesconditionally Gaussian noisesconfidence estimationmultidimensional dynamical systemssequential methods for dependent observations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)
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