Consistency of adaptive estimators on the basis of correlated observations

DOI10.1007/BF00559408zbMath0986.93070OpenAlexW2030841649MaRDI QIDQ1968879

G. A. Medvedev

Publication date: 13 June 2002

Published in: Russian Physics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00559408

zbMATH Keywords

correlated observationsleast squares methodconsistent estimatordependent observations

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Cites Work

• A Method for Computing Least Squares Estimators that Keep Up with the Data

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