On Consistency for the Method of Least Squares Using Martingale Theory
(1977) In IEEE Transactions on Automatic Control 22(3). p.346-352- Abstract
- Least squares identification is considered from the Bayesian point of view. A necessary and sufficient condition for consistency almost everywhere is given under the assumption that the data are generated by a regression model with white and Ganssian noise.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/7abe1ad9-8a6e-4a80-9f2f-012befbec425
- author
- Sternby, Jan
- organization
- publishing date
- 1977
- type
- Contribution to journal
- publication status
- published
- subject
- in
- IEEE Transactions on Automatic Control
- volume
- 22
- issue
- 3
- pages
- 346 - 352
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- external identifiers
-
- scopus:0017506028
- ISSN
- 0018-9286
- DOI
- 10.1109/TAC.1977.1101497
- language
- English
- LU publication?
- no
- id
- 7abe1ad9-8a6e-4a80-9f2f-012befbec425
- date added to LUP
- 2018-12-16 18:31:04
- date last changed
- 2021-01-03 11:11:58
@article{7abe1ad9-8a6e-4a80-9f2f-012befbec425,
abstract = {{Least squares identification is considered from the Bayesian point of view. A necessary and sufficient condition for consistency almost everywhere is given under the assumption that the data are generated by a regression model with white and Ganssian noise.}},
author = {{Sternby, Jan}},
issn = {{0018-9286}},
language = {{eng}},
number = {{3}},
pages = {{346--352}},
publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
series = {{IEEE Transactions on Automatic Control}},
title = {{On Consistency for the Method of Least Squares Using Martingale Theory}},
url = {{http://dx.doi.org/10.1109/TAC.1977.1101497}},
doi = {{10.1109/TAC.1977.1101497}},
volume = {{22}},
year = {{1977}},
}