The asymptotic properties of estimates of the parameters of nonlinear time series

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dc.citation.epage211en_US
dc.citation.issueNumber2en_US
dc.citation.spage203en_US
dc.citation.volumeNumber36en_US
dc.contributor.authorAnisimov, V. V.en_US
dc.contributor.authorKeibakh, K. S.en_US
dc.date.accessioned2016-02-08T10:36:32Z
dc.date.available2016-02-08T10:36:32Z
dc.date.issued2000en_US
dc.description.abstractAsymptotic 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.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T10:36:32Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2000en
dc.identifier.doi10.1007/BF02678666en_US
dc.identifier.issn1060-0396
dc.identifier.urihttp://hdl.handle.net/11693/24942
dc.language.isoEnglishen_US
dc.publisherSpringeren_US
dc.relation.isversionofhttps://doi.org/10.1007/BF02678666en_US
dc.source.titleCybernetics and Systems Analysisen_US
dc.subjectAsymptotic propertiesen_US
dc.subjectNonlinear time seriesen_US
dc.subjectParameter estimationen_US
dc.titleThe asymptotic properties of estimates of the parameters of nonlinear time seriesen_US
dc.typeArticleen_US

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