scientific article; zbMATH DE number 4145618

MaRDI QIDQ3476542zbMATH OpenFDO

Authors B. Pasik-Duncan

Publication date 1989

zbMATH Keywords

Asymptotic normalitybilinear stochastic differential equationcontrolled investment modelconvergence of the estimatorportfolio selectionrate of convergencestrongly consistent recursive estimatortime-varying parameters

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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Cited in

(1)

• Rate of convergence for an estimator in a portfolio and consumption model

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