Description
Case studies, problems and their statistical investigation.- Elementary Gaussian processes.- The maximum likelihood estimators and their distributions in the one dimensional case.- The multi-dimensional processes.
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Linear Stochastic Systems with Constant Coefficients: A Statistical Approach (Lecture Notes in Control and Information Sciences), D.M. Gallo, 9783540120902
Case studies, problems and their statistical investigation.- Elementary Gaussian processes.- The maximum likelihood estimators and their distributions in the one dimensional case.- The multi-dimensional processes.
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