The asymptotic properties of estimates of the parameters of nonlinear time series
Date
2000
Authors
Anisimov, V. V.
Keibakh, K. S.
Editor(s)
Advisor
Supervisor
Co-Advisor
Co-Supervisor
Instructor
Source Title
Cybernetics and Systems Analysis
Print ISSN
1060-0396
Electronic ISSN
Publisher
Springer
Volume
36
Issue
2
Pages
203 - 211
Language
English
Type
Journal Title
Journal ISSN
Volume Title
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Abstract
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.