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Comments on ‘ Convergence of least squares identification algorithms applied to unstable stochastic processes ’

Sternby, Jan (1978) In International Journal of Systems Science 9(7). p.837-838
Abstract
A counter-example is given which shows that the proof used by Fogel and Graupe (1977) to show weak consistency for the least squares method is incorrect.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
International Journal of Systems Science
volume
9
issue
7
pages
837 - 838
publisher
Taylor & Francis
external identifiers
  • scopus:84950430234
ISSN
0020-7721
DOI
10.1080/00207727808941740
language
English
LU publication?
no
id
13393e46-5eba-4be3-a7d3-a149f2916b02
date added to LUP
2018-12-16 19:27:57
date last changed
2021-01-03 05:16:13
@article{13393e46-5eba-4be3-a7d3-a149f2916b02,
  abstract     = {{A counter-example is given which shows that the proof used by Fogel and Graupe (1977) to show weak consistency for the least squares method is incorrect.}},
  author       = {{Sternby, Jan}},
  issn         = {{0020-7721}},
  language     = {{eng}},
  number       = {{7}},
  pages        = {{837--838}},
  publisher    = {{Taylor & Francis}},
  series       = {{International Journal of Systems Science}},
  title        = {{Comments on ‘ Convergence of least squares identification algorithms applied to unstable stochastic processes ’}},
  url          = {{http://dx.doi.org/10.1080/00207727808941740}},
  doi          = {{10.1080/00207727808941740}},
  volume       = {{9}},
  year         = {{1978}},
}