Asymptotic Properties of Dynamic Stochastic Parameter Estimates (I).

Abstract

Asymptotic properties of least-squares estimates of the coefficients of a stochastic difference equation are established. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1972
Accession Number
AD0755058

Entities

People

  • Bernt P. Stigum

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Difference Equations
  • Differential Equations
  • Equations
  • Mathematical Analysis
  • Mathematics

Fields of Study

  • Mathematics