Asymptotic behaviour of some bootstrap estimators
作者： PETRE STOICA , TORSTEN SÖDERSTRÖM
DOI: 10.1080/00207178108922934
关键词: System identification 、 Mathematics 、 Estimator 、 Econometrics 、 Local convergence
摘要: The aim of this paper is to present a theoretical analysis three bootstrap estimators commonly used in system identification. main results concern the local convergence and accuracy properties estimators. Both iterative on-line versions are examined.
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