The asymptotic properties of estimates of the parameters of nonlinear time series
Anisimov, V. V.
Keibakh, K. S.
Cybernetics and Systems Analysis
203 - 211
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Asymptotic properties of nonlinear time series parameter estimators constructed on trajectories of stochastic systems under stationary and transient conditions are studied with the use of the least-squares method. The investigation method is based on the study of asymptotic properties of extremal sets of random functions. © 2000 Kluwer Academic/Plenum Publishers.