17. Properties of Least Squares Estimators with Deterministic Weighting

  1. Rik Pintelon and
  2. Johan Schoukens

Published Online: 13 APR 2012

DOI: 10.1002/9781118287422.ch17

System Identification: A Frequency Domain Approach, Second Edition

System Identification: A Frequency Domain Approach, Second Edition

How to Cite

Pintelon, R. and Schoukens, J. (2012) Properties of Least Squares Estimators with Deterministic Weighting, in System Identification: A Frequency Domain Approach, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118287422.ch17

Publication History

  1. Published Online: 13 APR 2012
  2. Published Print: 19 MAR 2012

ISBN Information

Print ISBN: 9780470640371

Online ISBN: 9781118287422

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Keywords:

  • least squares estimators;
  • asymptotic bias;
  • asymptotic normality;
  • asymptotic efficiency;
  • asymptotic properties

Summary

This chapter contains sections titled:

  • Introduction

  • Strong Convergence

  • Strong Consistency

  • Convergence Rate

  • Asymptotic Bias

  • Asymptotic Normality

  • Asymptotic Efficiency

  • Overview of the Asymptotic Properties

  • Exercises

  • Appendixes