Refined instrumental variable methods of recursive time-series analysis Part I. Single input, single output systems
- 1 January 1979
- journal article
- Published by Taylor & Francis in International Journal of Control
- Vol. 29 (1) , 1-30
- https://doi.org/10.1080/00207177908922676
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average ErrorsThe Review of Economic Studies, 1976
- Counterexamples to general convergence of a commonly used recursive identification methodIEEE Transactions on Automatic Control, 1975
- Least squares estimation in dynamic-disturbance time series modelsBiometrika, 1972
- On system parameter identifiabilityInformation Sciences, 1970