On strong consistency of least squares identification algorithms

DOI10.1016/0005-1098(78)90010-9zbMath0398.93056OpenAlexW2001221332MaRDI QIDQ1254224

John B. Moore

Publication date: 1978

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(78)90010-9

zbMATH Keywords

StabilityAutoregressive ProcessesConvergence of Numerical MethodsIdentificaionLeast Squares ApproximationsParamter Estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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Cites Work

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• Asymptotic properties of dynamic stochastic parameter estimates. III
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations
• Consistency of the least-squares identification method
• Consistent Estimates of the Parameters of a Linear System
• On the Statistical Treatment of Linear Stochastic Difference Equations
• A unified sequential identification structure based on convergence considerations

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