Optimization of algorithms for estimating parameters of stochastic systems in conditions of indeterminacy

zbMath0587.93060MaRDI QIDQ1072992

Alexei R. Pankov

Publication date: 1985

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

imperfect informationadaptive estimatevector regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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