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Treatment of Bias in Recursive Filtering
Bernard Friedland
Research output
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Contribution to journal
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Article
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peer-review
639
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Keyphrases
Recursive Filtering
100%
Bias-free
100%
Covariance
33%
Linear Process
33%
Unknown Bias
33%
Mathematics
Matrix (Mathematics)
100%
Variance
33%
Residuals
33%
Covariance
33%
Economics, Econometrics and Finance
Linear Processes
100%