STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES (Q3033181)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES |
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STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES (English)
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1988
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nonlinear maximum likelihood estimators
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structural, stationary version
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state-space model
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covariance-stationary stochastic processes
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rank condition for local parameter identifiability
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prediction-error estimation
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strong consistency
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asymptotic efficiency
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dependent observations
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steady-state Kalman filter
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prediction-error estimation method
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