Publication:3963886

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zbMath0498.62055MaRDI QIDQ3963886

Hiroki Tsurumi, Tsunemasa Shiba

Publication date: 1982

zbMATH Keywords

maximum likelihood estimator; strong consistency; state space representation; consistent estimation of time varying parameter model; Kalman filter innovation process

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

62J02: General nonlinear regression

93E10: Estimation and detection in stochastic control theory

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