| 袁震东.系统参数最小二乘估计的渐近正态性及其应用[J].数学研究及应用,1982,2(3):71~78 |
| 系统参数最小二乘估计的渐近正态性及其应用 |
| Asymptotic Normality of Least-Square Estimator for System Parameters and its Application |
| 投稿时间：1981-05-15 |
| DOI：10.3770/j.issn:1000-341X.1982.03.014 |
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| 摘要点击次数: 1976 |
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| 英文摘要: |
| In this paper we prove the asymptotic normality of leastsquare estimator for system parameters using the central limit theorem for martingales. And we obtaine the criterion that distinguishes the two groups of data come from the same dynamic system or not. We prove that F=(S3(N1) N2-4n)/(S12n) has an asymptotic F-distribution with 2n and N1 N2 - 4n degrees of freedom. |
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