Comments on "Parameter estimation in multivariate stochastic difference equations

DOI10.1109/TAC.1976.1101128MaRDI QIDQ4078960zbMATHOpenAlexFDO

Authors Hajime Akashi, Kazuo Nose, Kamal A. F. Moustafa

Publication date 1976

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

Full work available at URL https://doi.org/10.1109/tac.1976.1101128

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Stochastic analysis (60H99)

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