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scientific article; zbMATH DE number 3806789 - MaRDI portal

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zbMath0511.62104MaRDI QIDQ4749054

Wolfgang J. Runggaldier, Giovanni B. Di Masi

Publication date: 1981

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

zbMATH Keywords

parameter estimation nonlinear filtering ARMA-models measure transformations conditional mean of unknown parameters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

On measure transformations for combined filtering and parameter estimation in discrete time

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