Sequential parameter estimation and filtration of stochastic processes
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Publication:789854
zbMATH Open0533.62073MaRDI QIDQ789854
Publication date: 1983
Published in: Problems of Information Transmission (Search for Journal in Brave)
Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)
Related Items (5)
Joint filtering of components of random sequences ⋮ Sequential Estimation of Hidden ARMA Processes by Particle Filtering—Part II ⋮ Sequential parameter learning and filtering in structured autoregressive state-space models ⋮ Stochastic filters and generation of stochastic processes ⋮ Filtered statistical models and Hellinger processes
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