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zbMath0498.62055MaRDI QIDQ3963886

Hiroki Tsurumi, Tsunemasa Shiba

Publication date: 1982

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

zbMATH Keywords

maximum likelihood estimator strong consistency state space representation consistent estimation of time varying parameter model Kalman filter innovation process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) General nonlinear regression (62J02) Estimation and detection in stochastic control theory (93E10)

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