A bootstrap method for the statistical estimation of model parameters†

DOI10.1080/00207177008931886MaRDI QIDQ5606235zbMATH OpenOpenAlexFDO

Authors I. H. Rowe

Publication date 1970

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177008931886

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cited in

(9)

• A theoretical analysis of recursive identification methods
• Comparison of some instrumental variable methods - consistency and accuracy aspects
• System identification. A survey
• Some modifications on the refined instrumental variable method†
• Recursive parameter estimation of an autoregressive process disturbed by white noise
• Asymptotic behaviour of some bootstrap estimators
• Some observations on instrumental variable methods of time-series analysis
• A recursive approach to time-series analysis for multi-variable systems
• Optimal instrumental-variable methods for identification of multivariable linear systems

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