Frauendorfer, Karl (contributor); Kuhn, Daniel (contributor) - 2006
orders.
2Sometimes, notation is simplified by further introducing a deterministic dummy random
variable ξ0 of the past.
3 … chosen to be discrete,
while depending solely on the matrix m of cross-moments and the geometry of
the state space Θ×Ξ.5 This … +bξt +εrt, εrt ∼ N(0,σε), t = 1,2,.... (6.6)
The random variable εrt may be correlated with the noise factors εos,t and εol …