Publication:3963886
From MaRDI portal
zbMath0498.62055MaRDI QIDQ3963886
Hiroki Tsurumi, Tsunemasa Shiba
Publication date: 1982
maximum likelihood estimator; strong consistency; state space representation; consistent estimation of time varying parameter model; Kalman filter innovation process
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
62J02: General nonlinear regression
93E10: Estimation and detection in stochastic control theory
