A mathematical correction problem
Jerzy Zabczyk (1972)
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Displaying similar documents to “Linear approximations to some non-linear AR(1) processes”
A mathematical correction problem
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M. Fisz (1958)
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On controlled Markov processes with average cost criterion
Petr Mandl, Ma.Rosario Romera Ayllón (1987)
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A study of the tangent space model of the von Mises-Fisher distrubution.
A. Chakak, L. Imhali (2003)
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For a random rotation X = M e where M is a 3 x 3 rotation, ε is a trivariate random vector, and φ(ε) is a skew symmetric matrix, the least squares criterion consists of seeking a rotation M called the mean rotation minimizing tr[(M - E(X)) (M - E(X))]. Some conditions on the distribution of ε are set so that the least squares estimator is unbiased. Of interest is when ε is normally distributed N(0;Σ). Unbiasedness of the least squares estimator is dealt with according to eigenvalues...