Estimation of the number of observations in the sequential parameter identification of dynamical systems (Q1057824)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of the number of observations in the sequential parameter identification of dynamical systems |
scientific article; zbMATH DE number 3898740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the number of observations in the sequential parameter identification of dynamical systems |
scientific article; zbMATH DE number 3898740 |
Statements
Estimation of the number of observations in the sequential parameter identification of dynamical systems (English)
0 references
1984
0 references
We investigate the asymptotic properties of sequential parameter identification procedures for dynamical systems. We give a limiting relation, connecting the number of observations in a sequential procedure and the estimation accuracy and we establish the asymptotic normality of the successive estimates of the parameters of an autoregression process.
0 references
asymptotic properties
0 references
sequential parameter identification
0 references
asymptotic normality
0 references
autoregression
0 references
