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zbMath0549.62074MaRDI QIDQ3341731

Tryphon Kollintzas, Harrie L. A. M. Geerts

Publication date: 1984

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

zbMATH Keywords

certainty equivalence linear rational expectations model linear stochastic process control- state interaction discrete time linear-quadratic control problem nonstationary ARMA-processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55)

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