| Remarks on the Asymptotic Normality of Least Squares Estimator for System Identification |
| Received:November 20, 1987 |
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| Fund Project:This work is a part of the project supported by National Natural Science Foundation of China. |
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| Abstract: |
| In Yuan's paper [ 1 ], we have proved the asymptotic normality of least square estimator in system identification using the central limit theorem for martingales. However, the conditions of [ 1] are rather harsh. In this artical, we use Mcleish's dependent central limit theorem to improve the above result. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.1989.04.012 |
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