|
|||||
|
|
On the convergence of some adaptive estimation procedures |
|
| Authors: | Roland Günther |
| Institution: | Sektion Mathematik , Friedrich-Schiller-Universitat Jena , DDR-6900 Jena, Schiller-straBe, Jena , UHH , German Democratic Republic |
| Abstract: | In the paper we consider some adaptive procedures for estimating the unknown parameters of autoregressive and moving average processes. In case of AK(p) and MA(1) processes sequences of estimators converging with probability one and In mean square are given |
| Keywords: | Time series analysis adaption recursive estimation autoregressive and mov¬ing average processes |