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Convergence of optimal sequential outer bounding sets in bounded error parameter estimation

It is shown in the paper that if the noise is a sequence of random variables and the noise bound is tight, the optimal sequential outer bounding parallelotope and orthotope do not converge in general although the optimal sequential outer bounding ellipsoid converge to a singleton with probability 1.
Year of publication:
1999
Authors: Bai, Er-Wei ; Huang, Yih-Fang
Published in:
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 49.1999, 6, p. 307-317
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10010870397
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