Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting (Q4956072)
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scientific article; zbMATH DE number 1452485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting |
scientific article; zbMATH DE number 1452485 |
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Asymptotic Bias in Parameter Estimation of AR‐Processes Using Recursive Least Squares with Exponential Forgetting (English)
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24 May 2000
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autoregression
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recursive least squares
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bias
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