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Efficient Estimation of Dynamical Systems - MaRDI portal

Efficient Estimation of Dynamical Systems

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DOI10.2202/1558-3708.1065zbMath1079.91542OpenAlexW2222681226MaRDI QIDQ3368259

Stefano Maria Iacus

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1065

zbMATH Keywords

dynamical systems diffusion process asymptotic efficiency integrated mean square error

Mathematics Subject Classification ID

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