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Estimating the parameters of autoregression processes by the method of least squares

 

作者: A. S. POZNYAK,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1980）
卷期: Volume 11, issue 5  

页码: 577-588

 

ISSN:0020-7721

 

年代: 1980

 

DOI:10.1080/00207728008967038

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Algorithms of the method of least squares that are intended for estimating the parameters of non-linear autoregression processes are considered. A class of nonlinear difference equations is isolated which describes autoregression processes for which MLS estimates of parameters in these equations are found to be strongly consistent.

 

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