scientific article; zbMATH DE number 3932251

MaRDI QIDQ3704776zbMATH OpenFDO

Authors Yakov Z. Tsypkin, Boris T. Polyak

Publication date 1983

zbMATH Keywords

estimating autoregression coefficientsincomplete informationleast squaresmaximum likelihoodnonlinear transformation of the residualsoptimal estimatesrecurrent estimatesstochastic approximation

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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