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 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.展开更多
基金This work is a part of the project supported by National Natural Science Foundation of China
文摘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.
