On convergence of least-squares identifiers of autoregressive models having stable and unstable roots

Publisher Website

1 October 1980

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 25 (5) , 999-1002
https://doi.org/10.1109/tac.1980.1102472

Abstract

No abstract available

Keywords

This publication has 4 references indexed in Scilit:

Reply to ‘ Comment on “ Convergence of least squares identification algorithms applied to unstable stochastic processes ” ‘
International Journal of Systems Science, 1978
Asymptotic properties of dynamic stochastic parameter estimates (III)
Journal of Multivariate Analysis, 1974
On-line identification of linear dynamic systems with applications to Kalman filtering
IEEE Transactions on Automatic Control, 1971
On the Statistical Treatment of Linear Stochastic Difference Equations
Econometrica, 1943