Strong consistency of the extended least squares method with nonlinear error transformation (Q1175871)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 14789
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong consistency of the extended least squares method with nonlinear error transformation |
scientific article; zbMATH DE number 14789 |
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
0.8213697671890259
0 references
0.8174606561660767
0 references
0.8138717412948608
0 references
0.8116750717163086
0 references
