Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra
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Publication:4018267
DOI10.2307/1427698zbMath0761.93074OpenAlexW4256734923MaRDI QIDQ4018267
Publication date: 16 January 1993
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427698
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) (L^p)-limit theorems (60F25)
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