Estimation of parameters of linear stochastic difference equations. (Q1856497)
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scientific article; zbMATH DE number 1865805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of parameters of linear stochastic difference equations. |
scientific article; zbMATH DE number 1865805 |
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Estimation of parameters of linear stochastic difference equations. (English)
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10 February 2003
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linear stochastic difference equation
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local asymptotic normality
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maximum likelihood estimator
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asymptotically efficient estimator
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