The asymptotic properties of estimates of the parameters of nonlinear timeseries

Authors
Anisimov, VV Keibakh, KS
Citation
Vv. Anisimov et Ks. Keibakh, The asymptotic properties of estimates of the parameters of nonlinear timeseries, CYB SYS AN, 36(2), 2000, pp. 203-211
Citations number
12
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
CYBERNETICS AND SYSTEMS ANALYSIS
ISSN journal
10600396 → ACNP
Volume
36
Issue
2
Year of publication
2000
Pages
203 - 211
Database
ISI
SICI code
1060-0396(200003/04)36:2<203:TAPOEO>2.0.ZU;2-M
Abstract
Asymptotic properties of nonlinear time series parameter estimators constru cted on trajectories of stochastic systems under stationary and transient c onditions are studied with the ase of the least-squares method. The investi gation method is based all the study of asymptotic properties of extremal s ets of random functions.