Maximum likelihood estimation of the dynamic shock-error model (Q583814)
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scientific article; zbMATH DE number 4133377
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| English | Maximum likelihood estimation of the dynamic shock-error model |
scientific article; zbMATH DE number 4133377 |
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Maximum likelihood estimation of the dynamic shock-error model (English)
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1989
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asymptotic normality
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consistency
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time domain
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dynamic shock-error model
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state-space representation
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Kalman filtering
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maximum likelihood estimates
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consistent estimate of the information matrix
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0.7911341190338135
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0.7911076545715332
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0.7878466844558716
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0.7536135911941528
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