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
Series
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.