Key points are not available for this paper at this time.
Abstract. A stationary stochastic process θ, is of interest but cannot be observed directly. Instead, at time t, we observe y, which is sampled from a distribution determined by the value of θ t, say f (y∥θ, ). A method for estimating the current value of θ, is described.
Adelchi Azzalini (Thu,) studied this question.