The Estimation of Linear Differential Equations with Constant Coefficients

DOI10.2307/1913441zbMath0336.93033OpenAlexW1988647906MaRDI QIDQ4103417

Peter M. Robinson

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913441

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

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