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scientific article; zbMATH DE number 4145618
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| English | No label defined |
scientific article; zbMATH DE number 4145618 |
Statements
1989
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controlled investment model
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time-varying parameters
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rate of convergence
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bilinear stochastic differential equation
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portfolio selection
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convergence of the estimator
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Asymptotic normality
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strongly consistent recursive estimator
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0.862125813961029
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0.7539843916893005
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0.7340617775917053
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0.7297042608261108
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