Sequential identification of linear dynamic systems with memory
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Publication:1778997
DOI10.1023/B:SISP.0000049119.79817.eezbMath1062.62152OpenAlexW1994901295MaRDI QIDQ1778997
Uwe Küchler, Vjatscheslav Vasiliev
Publication date: 20 June 2005
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:sisp.0000049119.79817.ee
Asymptotic properties of parametric estimators (62F12) Identification in stochastic control theory (93E12) Sequential estimation (62L12)
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