Strong consistency of the extended least squares method with nonlinear error transformation (Q1175871): Difference between revisions
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Latest revision as of 00:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of the extended least squares method with nonlinear error transformation |
scientific article |
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Strong consistency of the extended least squares method with nonlinear error transformation (English)
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25 June 1992
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This paper is concerned with parameter estimation for regression - autoregression processes with moving - average random disturbances. The authors construct a recursive estimation algorithms, employing the extended least square method, and proved the strong consistency of estimators under some assumptions.
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parameter estimation
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estimation algorithms
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extended least square method
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