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- W2048235544 abstract "The authors establish the distribution of the exponentially weighted prediction error estimators for a class of general (possibly nonlinear) discrete-time systems. An explicit formula for the covariance matrix of the estimation errors is provided. The distributional results presented hold for a large number N of data points and a weighting (or forgetting) factor lambda close to one.< <ETX xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>></ETX>" @default.
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- W2048235544 title "On the asymptotic distribution of exponentially weighted prediction error estimators" @default.
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- W2048235544 doi "https://doi.org/10.1109/29.1504" @default.
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