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A further result on the sign of restricted least-squares estimates

โœ Scribed by Michael McAleer; Adrian Pagan; Ignazio Visco


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
212 KB
Volume
32
Category
Article
ISSN
0304-4076

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Integral constraints on the accuracy of
โœ Brett Ninness ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 823 KB

It is common to need to estimate the frequency response of a system from observed input-output data. This paper uses integral constraints to characterise the undermodelling-induced errors involved in solving this problem via parametric least-squares methods. This is achieved by exploiting the Hilber