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Q3479410 - MaRDI portal

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    Statements

    author
    Matyas Arato
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    publication date
    1989
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    zbMATH Keywords
    stochastic difference equation
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    martingale difference
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    first order autoregressive vector process
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    stationary
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    least squares estimate
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    approximate distribution
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    continuous time Gauss-Markov process
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M09
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    62E20
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    62F12
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    zbMATH DE Number
    4149409
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