Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting (Q4956072)
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scientific article; zbMATH DE number 1452485
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| English | Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting |
scientific article; zbMATH DE number 1452485 |
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Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting (English)
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24 May 2000
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autoregression
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recursive least squares
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bias
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0.8356835246086121
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0.8094626665115356
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0.7667702436447144
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0.7545440793037415
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0.7453632354736328
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