Asymptotic behaviour of some bootstrap estimators

DOI10.1080/00207178108922934zbMath0456.93049OpenAlexW1980227195MaRDI QIDQ3905178

Petre Stoica, Torsten Söderström

Publication date: 1981

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178108922934

zbMATH Keywords

bootstrap estimators

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (5)

Analysis of an output error identification algorithm ⋮ Optimally conditioned instrumental variable approach for frequency-domain system identification ⋮ Numerical integration approach to on-line identification of continuous- time systems ⋮ On a procedure for structural identification ⋮ Bias correction in least-squares identification

Cites Work

• Unnamed Item
• Unnamed Item
• A theoretical analysis of recursive identification methods
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
• A bootstrap method for the statistical estimation of model parameters†
• A class of bootstrap estimators for linear system identification†

This page was built for publication: Asymptotic behaviour of some bootstrap estimators