Parameter estimators in linear stochastic differential equations and their asymptotic properties<sup>1</sup> (Q3668678)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter estimators in linear stochastic differential equations and their asymptotic properties<sup>1</sup> |
scientific article |
Statements
Parameter estimators in linear stochastic differential equations and their asymptotic properties<sup>1</sup> (English)
0 references
1983
0 references
instrumental variables estimators
0 references
consistency
0 references
asymptotic normality
0 references
efficiency
0 references
one-step-Gauss-Newton-estimator
0 references
bibliography
0 references
linear equations
0 references
survey
0 references