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Sequential Identification of Linear Dynamic Systems with Memory

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  • Uwe Küchler
  • Vyacheslav Vasiliev

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  • Uwe Küchler & Vyacheslav Vasiliev, 2005. "Sequential Identification of Linear Dynamic Systems with Memory," Statistical Inference for Stochastic Processes, Springer, vol. 8(1), pages 1-24, January.
    • Handle: RePEc:spr:sistpr:v:8:y:2005:i:1:p:1-24
    DOI: 10.1023/B:SISP.0000049119.79817.ee
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    References listed on IDEAS

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    1. Gushchin, Alexander A. & Küchler, Uwe, 2000. "On stationary solutions of delay differential equations driven by a Lévy process," Stochastic Processes and their Applications, Elsevier, vol. 88(2), pages 195-211, August.
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