On parameter estimation of partly observed bilinear discrete-time stochastic systems
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DOI: 10.1007/s00184-010-0333-5
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References listed on IDEAS
- D. F. Nicholls & B. G. Quinn, 1980. "The Estimation Of Random Coefficient Autoregressive Models. I," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(1), pages 37-46, January.
- Paul D. Feigin & Richard L. Tweedie, 1985. "Random Coefficient Autoregressive Processes:A Markov Chain Analysis Of Stationarity And Finiteness Of Moments," Journal of Time Series Analysis, Wiley Blackwell, vol. 6(1), pages 1-14, January.
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Cited by:
- Vyacheslav Vasiliev, 2014. "A truncated estimation method with guaranteed accuracy," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 141-163, February.
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Keywords
Nonlinear discrete-time stochastic systems; Multiplicative and additive noises; Multivariate autoregressive processes; Asymptotic and sequential estimation;All these keywords.
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