scientific article; zbMATH DE number 3990674

zbMATH Open0612.62097MaRDI QIDQ3753326FDOQ3753326

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Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

random walkEM algorithmmaximum likelihood estimationsimulationMINQUEtime varying parameterminimum norm quadratic unbiased estimatorrandom coefficient regression modelKalman state estimation

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Cited In (2)

• Analytical uses of Kalman filtering in econometrics — A survey
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.

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