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On the influence of sampling and observation times on estimation of the bandwidth parameter of a Gauss-Markov process.

Li WenPeter J. Sherman
Published in: IEEE Trans. Signal Process. (2006)
Keyphrases
  • markov process
  • markov chain
  • stochastic process
  • markov processes
  • stationary distribution
  • transition probabilities
  • steady state
  • stochastic model
  • sample size