Least squares estimator for regression models with some deterministic time varying parameters

DOI10.1007/BF02613897zbMath0845.62056OpenAlexW2076061849MaRDI QIDQ1915122

Claude Deniau, Mohamed Boutahar

Publication date: 18 September 1996

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176633

zbMATH Keywords

rate of convergencealmost sure convergenceleast squares estimatorstrong consistencymartingale difference sequencedeterministic time varying parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Performance of adaptive estimators in slowly varying parameter models

Cites Work

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• Identification and stochastic adaptive control
• Tricks or Treats with the Hilbert Matrix
• Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables
• Strong consistency of least squares estimates in multiple regression
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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