scientific article; zbMATH DE number 17498

MaRDI QIDQ3974820zbMATH OpenFDO

Authors Andrew J. Heunis

Publication date 26 June 1992

zbMATH Keywords

ARMAX recursionasymptotic properties of Brownian motionpredictor modelrecursive estimatorsstationary discrete-time stochastic processessurveyweak and strong invariance principles

Mathematics Subject Classification ID

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

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