Parameter estimation in multivariate stochastic difference equations

DOI10.1109/TAC.1974.1100717zbMath0315.62042OpenAlexW1975504045MaRDI QIDQ4076639

Robert E. Nasburg, R. I. Kashyap

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1974.1100717

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Stochastic analysis (60H99)

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