Refined instrumental variable methods of recursive time-series analysis Part I. Single input, single output systems
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Publication:4197246
DOI10.1080/00207177908922676zbMath0409.62090OpenAlexW2080573942WikidataQ59988707 ScholiaQ59988707MaRDI QIDQ4197246
Peter C. Young, Anthony J. Jakeman
Publication date: 1979
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177908922676
Monte-Carlo SimulationAsymptotically Efficient EstimatesGeneralized Vector FieldInstrumental Variable-Approximate LikelihoodSingle InputSingle Output SystemsTime-Series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) Monte Carlo methods (65C05)
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