Parameter estimators in linear stochastic differential equations and their asymptotic properties<sup>1</sup> (Q3668678): Difference between revisions
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scientific article
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English | Parameter estimators in linear stochastic differential equations and their asymptotic properties<sup>1</sup> |
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Parameter estimators in linear stochastic differential equations and their asymptotic properties<sup>1</sup> (English)
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1983
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instrumental variables estimators
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consistency
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asymptotic normality
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efficiency
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one-step-Gauss-Newton-estimator
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bibliography
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linear equations
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survey
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