Estimation of parameters of linear stochastic difference equations.
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Publication:1856497
zbMath1103.62363MaRDI QIDQ1856497
Rafail Z. Khasminskii, Andrius Jankunas
Publication date: 10 February 2003
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
local asymptotic normalitymaximum likelihood estimatorasymptotically efficient estimatorlinear stochastic difference equation
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Additive difference equations (39A10)
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