Strong consistency of the extended least squares method with nonlinear error transformation

MaRDI QIDQ1175871zbMATH OpenFDO

Authors S. N. Tikhonov, Alexander S. Poznyak

Publication date 25 June 1992

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

zbMATH Keywords

estimation algorithmsextended least square methodparameter estimation

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

Review text

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.

Recommendations

• Strong consistency in nonlinear regression with multipucative error
• On sufficient conditions for the strong consistency of least-squares estimates
• Note on parameter estimation for general non–linear time series models
• Note on the strong consistency of the least squares estimator in nonlinear regression
• scientific article; zbMATH DE number 4111839

Cited in

(4)

• Robust identification under correlated and non-Gaussian noises: WMLLM procedure
• Parametric estimation in autoregressive processes under quasi-associated random errors
• scientific article; zbMATH DE number 4145191 (Why is no real title available?)
• Extension of the class of nonlinear transformations in recurrent parametric prediction algorithms

This page was built for publication: Strong consistency of the extended least squares method with nonlinear error transformation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1175871)