Parametrization of linear systems using diffusion kernels. (English) Zbl 1391.93278
Editorial remark: No review copy delivered.
MSC:
93E12 | Identification in stochastic control theory |
94A12 | Signal theory (characterization, reconstruction, filtering, etc.) |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
60J60 | Diffusion processes |
62G05 | Nonparametric estimation |