scientific article

zbMath1272.93134MaRDI QIDQ2849697

Hong Zou, Daimin Shi, Kai Zhi Yu

Publication date: 24 September 2013

Full work available at URL: http://online.watsci.org/abstract_pdf/2013v20/v20n4b-pdf/3.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener processMonte Carlo simulationlimit distributionnonstationaryconditional least squaresinteger-valued time seriesauxiliary regression process

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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