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Original Articles

Convergence of least squares identifiers of time series with martingale difference and binary white Markov generating processes

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Pages 119-125 | Received 18 Jul 1980, Published online: 30 May 2007

REFERENCES

  • Box , G. E. P. , and JENKINS , G. M. , 1970 , Time Series Analysis, Forecasting, and Control ( San Francisco Holden Day ).
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  • FOGEL , E. , and GRAUPE , D. , 1977 , Int. J. Systems Sci. , 8 , 611 .
  • GRAUPE , D. , 1976 , Identification of Systems , 2nd Edition ( New York Krieger ).
  • GRAUPE , D. , and FOGEL , E. , 1978 , Int. J. Systems Sci. , 9 , 839 .
  • KOLMOGOROV , A. N. , and FOMIN , S. V. , 1970 , Introductory Real Analysis ( New York Dover ).
  • MANN , H. B. , and WALD , A. , 1943 , Econometrica , 77 , 177 .
  • STOUT , W. F. , 1974 , Almost Sure Convergence ( New York Academic Press ).

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