scientific article; zbMATH DE number 3881726

MaRDI QIDQ3347145zbMATH OpenFDO

Authors Marc Moeneclaey

Publication date 1984

zbMATH Keywords

time-seriesoptimum solutionsasymptotically optimummixed estimation and decision problemsuboptimum solutionsunwanted parameters

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Cited in

(1)

• Decision making in a dynamic environment

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