Non-asymptotic confidence ellipsoids for the least-squares estimate
type: Item
instance of: scholarly article
title: Non-asymptotic confidence ellipsoids for the least-squares estimate
zbMATH Open document ID: 1007.93079
DOI: 10.1016/S0005-1098(02)00064-X
author: Erik Weyer
author: M. C. Campi
published in: Automatica
publication date: 2002-09-05T00:00:00Z
Mathematics Subject Classification ID: 93E24
Mathematics Subject Classification ID: 93E12
zbMATH DE Number: 1797135
zbMATH Keywords: system identification
zbMATH Keywords: least squares
zbMATH Keywords: confidence ellipsoids
zbMATH Keywords: finite sample properties
zbMATH Keywords: non-asymptotic confidence ellipsoids
MaRDI profile type: Publication
cites work: Nonparametric statistics for stochastic processes. Estimation and prediction.
cites work: Finite sample properties of system identification methods
cites work: On covariance function tests used in system identification
cites work: Finite sample properties of system identification of ARX models under mixing conditions
cites work: Finite sample properties of linear model identification
description: scientific article; zbMATH DE number 1797135