Nonlinear Identification and Control
The identification of a functional model involves estimating functions which are densities of a stationary distribution or regression functions; criteria for uniform consistency are sometimes useful here since, in practice, calculations are performed at points on a discrete grid. The questions explored in Chapter 5 are then partially resolved in the framework of functional autoregressive models. This is an area in which there are still many open problems.
KeywordsStationary Distribution Maximum Likelihood Estimator Initial Distribution Regression Function Iterate Logarithm
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