Accession Number:

AD0755058

Title:

Asymptotic Properties of Dynamic Stochastic Parameter Estimates (I).

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1972-12-01

Pagination or Media Count:

44.0

Abstract:

Asymptotic properties of least-squares estimates of the coefficients of a stochastic difference equation are established. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE