Comments on "Parameter estimation in multivariate stochastic difference equations

DOI10.1109/TAC.1976.1101128zbMATH Open0317.62073OpenAlexW1980329838MaRDI QIDQ4078960FDOQ4078960

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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