A method of identification of autoregression equations that uses a priori information

zbMath0522.93065MaRDI QIDQ1056719

V. A. Morozov

Publication date: 1982

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

strong consistencyunknown parametersautoregression equationmodified algorithm of stochastic approximation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Stochastic approximation (62L20)

This page was built for publication: A method of identification of autoregression equations that uses a priori information