Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models (Q4742191): Difference between revisions

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Latest revision as of 01:38, 20 March 2024

scientific article; zbMATH DE number 3797053
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English
Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
scientific article; zbMATH DE number 3797053

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    Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models (English)
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    1983
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    Gaussian estimation of structural parameters
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    higher order continuous time dynamic models
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    closed linear systems of higher order stochastic differential equations
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    stock variables
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    flow variables
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    exact discrete models
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    asymptotically efficient estimates
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