Consistency and asymptotic normality of least squares estimates used in linear systems identification

DOI10.1016/0022-247X(77)90116-0zbMath0356.93033MaRDI QIDQ1237687

D. O. Norris, Larry Snyder

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

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• System identification. A survey
• Consistency of Least-Squares Estimates Used in Linear Systems Identification
• On Certain Convergence Questions in System Identification
• On the strong law of large numbers for a class of stochastic processes
• On the Statistical Treatment of Linear Stochastic Difference Equations