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ArticleJ-GLOBAL ID:200902001947016030整理番号:88A0355525

Adaptive prediction for ARMA processes with Markov switching parameters.

MarkovスイッチングパラメータをもつARMAプロセスのための適応予測

著者:QI X‐J(Swiss Federal Inst. Technology Lausanne, CHE)
資料名:Int J Control 巻:47 号:3 ページ:895-904
発行年:1988年03月
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