Stochastic Systems

Determination of the number of parameters of a model in the problem of the identification of invariant covariance structures

M. E. Shaĭkin

Institute of Control Sciences, Russian Academy of Sciences, Moscow

UDC: 519.272

MSC: Primary 05B05; Secondary 20B25, 20C15, 62K99


Received: 03.11.1993

 English version: Automation and Remote Control, 1994, 55:10, 1478–1488

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