Asymptotic behaviour of some bootstrap estimators

DOI10.1080/00207178108922934MaRDI QIDQ3905178zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Torsten Söderström

Publication date 1981

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

Full work available at URL https://doi.org/10.1080/00207178108922934

zbMATH Keywords

bootstrap estimators

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• A bootstrap method for the statistical estimation of model parameters†
• A class of bootstrap estimators for linear system identification†
• A theoretical analysis of recursive identification methods
• scientific article; zbMATH DE number 3482173 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model

Cited in

(5)

• Analysis of an output error identification algorithm
• On a procedure for structural identification
• Bias correction in least-squares identification
• Optimally conditioned instrumental variable approach for frequency-domain system identification
• Numerical integration approach to on-line identification of continuous- time systems

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