On parameter estimation of partly observed bilinear discrete-time stochastic systems
| Year of publication: |
2012
|
|---|---|
| Authors: | Malyarenko, A. ; Vasiliev, V. |
| Published in: |
Metrika. - Springer. - Vol. 75.2012, 3, p. 403-424
|
| Publisher: |
Springer |
| Subject: | Nonlinear discrete-time stochastic systems | Multiplicative and additive noises | Multivariate autoregressive processes | Asymptotic and sequential estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539342