Asymptotic behaviour of some bootstrap estimators
- 1 March 1981
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 33 (3), 433-454
- https://doi.org/10.1080/00207178108922934
Abstract
The aim of this paper is to present a theoretical analysis of three bootstrap estimators commonly used in system identification. The main results concern the local convergence and accuracy properties of the estimators. Both iterative and on-line versions are examined.Keywords
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