The Estimation of Linear Differential Equations with Constant Coefficients
From MaRDI portal
Publication:4103417
DOI10.2307/1913441zbMath0336.93033OpenAlexW1988647906MaRDI QIDQ4103417
Publication date: 1976
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913441
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (6)
ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS ⋮ Parameter estimation for continuous-time models - a survey ⋮ Local lagged adapted generalized method of moments and applications ⋮ Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications ⋮ The construction and estimation of continuous time models and discrete approximations in econometrics ⋮ The problem of identification in finite parameter continuous time models
This page was built for publication: The Estimation of Linear Differential Equations with Constant Coefficients
