Strong consistency of estimates made by the method of orthogonal projections
From MaRDI portal
Publication:3479399
DOI10.1080/00207729008910469zbMath0701.62067OpenAlexW2003978398MaRDI QIDQ3479399
Publication date: 1990
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729008910469
strong consistencyregularization problemsmethod of orthogonal projectionsidentification of regression equations
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)
Cites Work
- Unnamed Item
- Unnamed Item
- Identification of stochastic linear systems in presence of input noise
- Bias correction in least-squares identification
- Regression problems with controllable variables subject to error
- On Certain Convergence Questions in System Identification
- Consistent Estimates of the Parameters of a Linear System