Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
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Publication:4742191
DOI10.2307/1912251zbMath0505.62071OpenAlexW2025669262MaRDI QIDQ4742191
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912251
flow variablesstock variablesasymptotically efficient estimatesexact discrete modelsclosed linear systems of higher order stochastic differential equationsGaussian estimation of structural parametershigher order continuous time dynamic models
Applications of statistics to economics (62P20) Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10)
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