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

A. Malyarenko () and V. Vasiliev ()

Metrika: International Journal for Theoretical and Applied Statistics, 2012, vol. 75, issue 3, 403-424

Keywords: Nonlinear discrete-time stochastic systems; Multiplicative and additive noises; Multivariate autoregressive processes; Asymptotic and sequential estimation (search for similar items in EconPapers)
Date: 2012
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