Maximum likelihood estimation of the dynamic shock-error model (Q583814)
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: Maximum likelihood estimation of the dynamic shock-error model |
scientific article; zbMATH DE number 4133377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the dynamic shock-error model |
scientific article; zbMATH DE number 4133377 |
Statements
Maximum likelihood estimation of the dynamic shock-error model (English)
0 references
1989
0 references
asymptotic normality
0 references
consistency
0 references
time domain
0 references
dynamic shock-error model
0 references
state-space representation
0 references
Kalman filtering
0 references
maximum likelihood estimates
0 references
consistent estimate of the information matrix
0 references
0 references
0 references
0 references
