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 |
