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) : Stigum,Bernt P.

Report Date : DEC 1972

Pagination or Media Count : 44

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

Descriptors :   (*STOCHASTIC PROCESSES, THEOREMS), DIFFERENCE EQUATIONS, LEAST SQUARES METHOD, RANDOM VARIABLES, ASYMPTOTIC SERIES, MEASURE THEORY, INEQUALITIES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE