On the consistency of a least squares identification procedure in linear evolution systems
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Publication:4018638
DOI10.1080/17442509208833767zbMath0760.60059MaRDI QIDQ4018638
Publication date: 16 January 1993
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509208833767
stochastic differential equation; least squares estimates; convergence of parameter estimates; stochastic delay time system
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E24: Least squares and related methods for stochastic control systems
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