Guaranteed estimation of linear regression parameters under dependent disturbances

zbMath0926.93062MaRDI QIDQ1286550

Serguei Pergamenchtchikov, Victor Konev

Publication date: 1997

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

zbMATH Keywords

regression modelautoregression processleast-squares estimationsperiodic trend

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

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