Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise
DOI10.1007/BF01068771zbMATH Open0564.65099OpenAlexW2054154652MaRDI QIDQ3678636FDOQ3678636
Authors: A. I. Zhdanov, O. A. Katsyuba 
Publication date: 1983
Published in: Cybernetics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01068771
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consistencyestimation of linear systemslinear dynamic systemautocorrelated noiseleast-square estimators
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Probabilistic methods, stochastic differential equations (65C99) Additive difference equations (39A10)
Cites Work
- Title not available (Why is that?)
- System identification. A survey
- Consistency of the least-squares identification method
- Title not available (Why is that?)
- On strong consistency of least squares identification algorithms
- Specifics of applying the method of least squares to estimation of linear difference operators in identification problems
- Methods for solving fractional mathematical programming problems
- The solution of ill-posed stochastic algebraic equations
Cited In (4)
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