On the asymptotic normality of instrumental variable and least squares estimators

Publisher Website

1 August 1976

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 21 (4), 598-600
https://doi.org/10.1109/tac.1976.1101278

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

Prediction error estimators: Asymptotic normality and accuracy
Published by Institute of Electrical and Electronics Engineers (IEEE) ,1976
Strongly consistent parameter estimation by the introduction of strong instrumental variables
IEEE Transactions on Automatic Control, 1974
Asymptotic normality of the maximum likelihood estimate in Markov processes
Metrika, 1969
Identification of linear discrete time systems using the instrumental variable method
IEEE Transactions on Automatic Control, 1967
The Lindeberg-Lévy theorem for martingales
Proceedings of the American Mathematical Society, 1961

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