Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters (Q1031371)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters |
scientific article; zbMATH DE number 5623153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters |
scientific article; zbMATH DE number 5623153 |
Statements
Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters (English)
0 references
29 October 2009
0 references
AR parameters
0 references
Kalman filters
0 references
consistent estimation
0 references
instrumental variables
0 references
