The Estimation of Linear Stochastic Models with Covariance Restrictions
系统处理了线性随机方程系统的估计问题,其中部分扰动项不相关且识别方程等价于一个线性系统。
The purpose of this paper is to provide a systematic treatment of the problem of estimation in systems of linear stochastic equations where some of the disturbances are uncorrelated and where the identifying equations are equivalent to a linear system.