Learning under signal-to-noise ratio uncertainty

DOI10.1515/SNDE-2012-0046zbMath1506.62513OpenAlexW2022059859MaRDI QIDQ5881675

Unnamed Author

Publication date: 13 March 2023

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

Full work available at URL: https://doi.org/10.1515/snde-2012-0046

zbMATH Keywords

adaptive learningKalman filtersignal-to-noise ratioendogenous gainparameter misevaluation index

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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