On parameter estimation of partly observed bilinear discrete-time stochastic systems
DOI10.1007/S00184-010-0333-5zbMATH Open1239.62100OpenAlexW2029922078MaRDI QIDQ427490FDOQ427490
Authors: A. Malyarenko, Vyacheslav A. Vasiliev 
Publication date: 13 June 2012
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-010-0333-5
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asymptotic and sequential estimationmultiplicative and additive noisesmultivariate autoregressive processes
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Non-Markovian processes: estimation (62M09) Sequential estimation (62L12)
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- On certain unbiased ratio estimators
- Optimal stochastic control for discrete-time linear system with interrupted observations
- Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.)
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Cited In (10)
- Parameter estimation for partially observed nonlinear stochastic system
- A truncated estimation method with guaranteed accuracy
- Parameter estimation for partially observed linear stochastic system
- Title not available (Why is that?)
- On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise characteristics
- On optimal adaptive prediction of multivariate autoregression
- Parameter estimation for partially observed nonlinear nonhomogeneous stochastic system
- Title not available (Why is that?)
- Information-theoretic multi-time-scale partially observable systems with inspiration from leukemia treatment
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
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