The asymptotic properties of estimates of the parameters of nonlinear time series |
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| Authors: | V V Anisimov K S Keibakh |
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| Affiliation: | (1) Taras Shevchenko University, Kiev, Ukraine;(2) Bilkent University, Ankara, Turkey |
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| Abstract: | Asymptotic properties of nonlinear time series parameter estimators constructed on trajectories of stochastic systems under
stationary and transient conditions are studied with the use of the least-squares method. The investigation method is based
on the study of asymptotic properties of extremal sets of random functions.
Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 62–72, March–April, 2000 |
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| Keywords: | parameter estimation asymptotic properties nonlinear time series |
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