General framework for asymptotic properties of generalized weighted nonlinear least-squares estimators with deterministic and stochastic weighting
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Publication:5689358
DOI10.1109/9.539433zbMath0863.93090MaRDI QIDQ5689358
Rik Pintelon, Hugo Van Hamme, Gerd Vandersteen
Publication date: 10 June 1997
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.539433
asymptotic normality; convergence rate; strong consistency; generalized weighted nonlinear least-squares estimator
93E24: Least squares and related methods for stochastic control systems
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