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Sibirskii Zhurnal Industrial'noi Matematiki, 2005, Volume 8, Number 3, Pages 102–119 (Mi sjim294)  

This article is cited in 5 scientific papers (total in 5 papers)

Orthoregressive estimates for the parameters of systems of linear difference equations

A. A. Lomov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (306 kB) Citations (5)
References:
Abstract: The problem of estimating the parameters of linear difference systems of equations from the observations of the segments of solutions with additive stochastic perturbations is considered. The methods of multivariate orthogonal regression are applied to obtain the estimators. The results of comparative study of the methods are exposed from the standpoint of information on linear constraints in observations. The properties of the estimators in the limit cases of a gross sample are studied. For small perturbations, a scheme for comparison of estimators by linear approximations is proposed.
Received: 07.06.2005
English version:
Journal of Applied and Industrial Mathematics, 2007, Volume 1, Issue 1, Pages 59–76
DOI: https://doi.org/10.1134/S1990478907010073
Bibliographic databases:
UDC: 519.233.22:517.93
Language: Russian
Citation: A. A. Lomov, “Orthoregressive estimates for the parameters of systems of linear difference equations”, Sib. Zh. Ind. Mat., 8:3 (2005), 102–119; J. Appl. Industr. Math., 1:1 (2007), 59–76
Citation in format AMSBIB
\Bibitem{Lom05}
\by A.~A.~Lomov
\paper Orthoregressive estimates for the parameters of systems of linear difference equations
\jour Sib. Zh. Ind. Mat.
\yr 2005
\vol 8
\issue 3
\pages 102--119
\mathnet{http://mi.mathnet.ru/sjim294}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2221646}
\zmath{https://zbmath.org/?q=an:1106.93021}
\transl
\jour J. Appl. Industr. Math.
\yr 2007
\vol 1
\issue 1
\pages 59--76
\crossref{https://doi.org/10.1134/S1990478907010073}
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  • https://www.mathnet.ru/eng/sjim/v8/i3/p102
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Сибирский журнал индустриальной математики
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    References:76
     
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