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Consistency of the least-squares-estimators for linear stochastic difference equations
Author:
Joachim Bellach a
| Affiliation: | a Sektion Mathematik, Humboldt-Universit t, Berlin |
DOI:
10.1080/02331887908801469
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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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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