Schätzungen in Stochastischen Differenzen-und Differentialgleiehungssystemen2

DOI10.1080/02331887808801429zbMath0405.62072OpenAlexW1511422564MaRDI QIDQ4191475

Joachim Bellach

Publication date: 1978

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887808801429

zbMATH Keywords

ConsistencyAsymptotic DistributionAsymptotic EfficiencyStochastic ProcessMaximum Likelihood EstimatesBayesian EstimatesVariance-Covariance MatrixLeast Squares EstimatesGeneralised Cramer-Rao InequalityLinear Difference Equation SystemLinear Stochastic Differential Equation System

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15)

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