Consistency of the least-squares-estimators for linear stochastic difference equations |
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| Authors: | Joachim Bellach |
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| Affiliation: | Sektion Mathematik , Humboldt-Universit?t , Unter den Linden 6, Postfach 1297, Berlin, DDR-1086 |
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| Abstract: | ![]()
Assumptions are given for the strong consistency in the stable case and weak consistency in the instable case of the Least-Square-Estimator of the unknown system-parameters of a inhomogeneous linear stochastic difference equation system with constant coefficients. |
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| Keywords: | AMS 1980 subject classification Primary 62H10 secondary 65D20 |
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