Fugleberg, Ole with David F. Andersen, "Sensitivity of Econometric Estimates of System Parameters to Changes in Sampling Intervals, Measurement Error, and Process Error", 1988

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Synthetic data methods are used to test the robustness of estimators of the parameters within a simple linear oscillator. Econometric methods are used to estimate the known parameters in the model.The major result is that the deviations from the estimates to the true values of the parameters increase with the sample interval. The influence from stochastic inputs is marginal.This is due to, that for great sample interval, the lag in the causal dependency is relatively small compared to the interval between the observations involved.

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  • 1988
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Processing Activity License

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System Dynamic Society Records

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