Estimating the parameters of autoregression processes by the method of least squares

DOI10.1080/00207728008967038zbMath0446.62092OpenAlexW2063307055MaRDI QIDQ3891633

Alexander S. Poznyak

Publication date: 1980

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728008967038

zbMATH Keywords

method of least squaresnon-linear difference equationstrong consistency of estimatorsnon-linear autoregression processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (2)

Variable structure robust state and parameter estimator ⋮ Adaptive locally optimal control

Cites Work

• Unnamed Item
• On strong consistency of least squares identification algorithms
• Consistency of the least-squares identification method
• Convergence of least squares parameter estimates of weakly stationary time series models driven by uncorrelated processes

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