Strong consistency of least squares estimates in general ARXd (p, s) system

DOI10.1080/17442509208833754zbMath0744.62121OpenAlexW2074320246MaRDI QIDQ3991742

Mohamed Boutahar

Publication date: 28 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833754

zbMATH Keywords

martingalesexcitationmatrix polynomialstrong consistency of least squares estimatesgeneral ARX systemmultivariate linear complex system

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

Related Items (1)

Almost sure convergence of least squares estimates for regular multivariate ARX systems

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