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

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  • A. Malyarenko
  • V. Vasiliev

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  • A. Malyarenko & V. Vasiliev, 2012. "On parameter estimation of partly observed bilinear discrete-time stochastic systems," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(3), pages 403-424, April.
    • Handle: RePEc:spr:metrik:v:75:y:2012:i:3:p:403-424
    DOI: 10.1007/s00184-010-0333-5
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    References listed on IDEAS

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    1. 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.
    2. 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:

    1. 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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