ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS

DOI10.1111/j.1467-9892.1991.tb00072.xzbMath0714.62077OpenAlexW2075584611MaRDI QIDQ3200422

Carlo Grillenzoni

Publication date: 1991

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00072.x

zbMATH Keywords

consistencyefficiencynonlinear estimationunified treatmentconditions of convergenceopen-loop transfer function modelspseudolinear regressionrecursive nonlinear least-squares estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic approximation (62L20)

Related Items (1)

Testing for causality in real time

Cites Work

• Unnamed Item
• Unnamed Item
• Recursive estimation and time-series analysis. An introduction
• Error propagation properties of recursive least-squares adaptation algorithms
• Stochastic approximation methods for constrained and unconstrained systems
• A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables
• A method for autoregressive-moving average estimation
• On the convergence of pseudo-linear regression algorithms
• Regression Procedures for ARMA Estimation
• Recursive estimation of mixed autoregressive-moving average order
• Time series recursions and stochastic approximation
• On the Results of Asymptotic Analysis in Problems with Boundaries
• SOME THEOREMS IN LEAST SQUARES

This page was built for publication: ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS