Robust estimates of linear model parameters in noise having a moving average

zbMATH Open0651.93059MaRDI QIDQ1106801FDOQ1106801

Authors: V. F. Onishchenko, Alexandre B. Tsybakov 

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normalityconsistencymoving averagelinear model parametersWhitened M-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited In (1)

• Asymptotic normality of M-estimates

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