Asymptotic Properties of Dynamic Stochastic Parameter Estimates (II).

Abstract

Asymptotic properties of linear procedures for eliminating seasonal, cyclical, and trend components of time series generated by a dynamic stochastic process are determined. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1972
Accession Number
AD0755069

Entities

People

  • Bernt P. Stigum

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Logistics and Supply Chain Management.