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Asymptotic properties of prediction error estimators in approximate system identification - MaRDI portal

Asymptotic properties of prediction error estimators in approximate system identification (Q5903687)

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scientific article; zbMATH DE number 4058545
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Asymptotic properties of prediction error estimators in approximate system identification
scientific article; zbMATH DE number 4058545

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    Asymptotic properties of prediction error estimators in approximate system identification (English)
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    1988
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    prediction error
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    laws of iterated logarithm
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    central limit theorems
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    rates of convergence of prediction error estimators
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