On parameter estimation of partly observed bilinear discrete-time stochastic systems

DOI10.1007/s00184-010-0333-5zbMath1239.62100MaRDI QIDQ427490

J. Herrera, H. S. Yoon

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

zbMATH Keywords

asymptotic and sequential estimation; multiplicative and additive noises; multivariate autoregressive processes

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H20: Measures of association (correlation, canonical correlation, etc.)

62M09: Non-Markovian processes: estimation

62L12: Sequential estimation

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