Consistency and asymptotic normality of least squares estimates used in linear systems identification

DOI10.1016/0022-247X(77)90116-0MaRDI QIDQ1237687zbMATH OpenFDO

Authors D. O. Norris, Larry Snyder

Publication date 1977

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Consistency of Least-Squares Estimates Used in Linear Systems Identification
• On Certain Convergence Questions in System Identification
• On the Statistical Treatment of Linear Stochastic Difference Equations
• On the strong law of large numbers for a class of stochastic processes
• System identification. A survey

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