Advances on Theoretical and Methodological Aspects of Probability and Statistics
Edition: 1st edition
Publisher: CRC
Published: April 24, 2003
Language: eng
Format: Hardcover
Number of pages: 560
ISBN-13: 9781560329817
Subjects: Business & Management; Mathematics; Science/Mathematics; Probability & Statistics - General; Mathematics / Statistics
First sentence: Abstract: We consider a model where the coefficient function 'h' appearing in the observation model depends not only on the instantaneous value of the signal Xt, but also on the past signal values.