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ISSN 00457825 · 2023 · arXiv 2023.116096

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stat.ME 1

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2025 1

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Instrumental variables system identification with $L^p$ consistency

stat.ME · 2025-11-12 · unverdicted · novelty 6.0

A new data-synthesized instrumental variable estimator achieves finite-sample Lp consistency with sqrt(n) rate for linear-in-parameters models in discrete and continuous time, cutting bias by hundreds of times on Lorenz examples.

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  • Instrumental variables system identification with $L^p$ consistency stat.ME · 2025-11-12 · unverdicted · none · ref 13

    A new data-synthesized instrumental variable estimator achieves finite-sample Lp consistency with sqrt(n) rate for linear-in-parameters models in discrete and continuous time, cutting bias by hundreds of times on Lorenz examples.