Finite impulse response models: a non-asymptotic analysis of the least squares estimator

DOI10.3150/20-BEJ1262zbMath1473.62233arXiv1911.12794OpenAlexW3154834740MaRDI QIDQ2040046

Cristian R. Rojas, Othmane Mazhar, Boualem Djehiche

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.12794

zbMATH Keywords

least squaresconcentration inequalityfinite impulse responsenon-asymptotic estimationrandom covariance Toeplitz matrixshifted random vector

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) General nonlinear regression (62J02) Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24)

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