Estimation of the number of observations in the sequential parameter identification of dynamical systems

zbMath0563.93067MaRDI QIDQ1057824

Victor Konev, Serguei Pergamenchtchikov

Publication date: 1984

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

zbMATH Keywords

asymptotic normalityasymptotic propertiesautoregressionsequential parameter identification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Sequential estimation (62L12)

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Sequential robust estimation for nonparametric autoregressive models

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