Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models (Q4742191)
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scientific article; zbMATH DE number 3797053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models |
scientific article; zbMATH DE number 3797053 |
Statements
Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models (English)
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1983
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Gaussian estimation of structural parameters
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higher order continuous time dynamic models
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closed linear systems of higher order stochastic differential equations
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stock variables
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flow variables
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exact discrete models
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asymptotically efficient estimates
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