Estimation of parameters for Hilbert space-valued partially observable stochastic processes

DOI10.1016/0047-259X(86)90026-6zbMath0658.62097MaRDI QIDQ1111295

Wilfried Loges

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitystrong consistencyergodic sequencesHilbert-space-valued processesstrong law of large numbers for martingalescentral limit theorem for q-dependent stationary processesdiscrete-time, partially observed linear systemmodified least squares estimatorsprediction error estimatorsreal separable Hilbert spaces

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (2)

On local asymptotic normality for functional autoregressive processes ⋮ An inverse problem for stochastic differential equations

Cites Work

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