scientific article; zbMATH DE number 17498

zbMATH Open0737.62022MaRDI QIDQ3974820FDOQ3974820

Authors: Andrew J. Heunis 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

surveyrecursive estimatorsweak and strong invariance principlespredictor modelARMAX recursionasymptotic properties of Brownian motionstationary discrete-time stochastic processes

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Identification in stochastic control theory (93E12)

Cited In (7)

• Invariance of estimation methods for the linear model
• Inferential constants
• Asymptotic properties of prediction error estimators in approximate system identification
• An invariant parameter in linear estimation and control
• Best invariant estimation of a direction parameter
• Title not available (Why is that?)
• Asymptotic properties of prediction error estimators in approximate system identification

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