On statistical properties of a test for model structure selection using the extended instrumental variable approach

DOI10.1109/9.273371zbMath0796.93104OpenAlexW2129899350MaRDI QIDQ4291144

Hoai Nghia Duong, Ioan Doré Landau

Publication date: 10 May 1994

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.273371

zbMATH Keywords

Monte Carlo simulationswhite noisestructural estimation

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

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