Strong consistency of the extended least squares method with nonlinear error transformation (Q1175871)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency of the extended least squares method with nonlinear error transformation |
scientific article |
Statements
Strong consistency of the extended least squares method with nonlinear error transformation (English)
0 references
25 June 1992
0 references
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.
0 references
parameter estimation
0 references
estimation algorithms
0 references
extended least square method
0 references
