A method for unbiased parameter estimation by means of the equation error input covariance

DOI10.1109/TAC.1975.1100959zbMATH Open0301.93053MaRDI QIDQ4055472FDOQ4055472

Authors: S. J. Merhav, E. Gabay 

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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