Strongly consistent estimation of the order of stochastic control systems (CARMA model) (Q1191801): Difference between revisions

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+A new look at the statistical model identification
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+Convergence rate of least-squares identification and adaptive control for stochastic systems†
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+Consistent estimation of the order of stochastic control systems
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+Local Convergence of Martingales and the Law of Large Numbers
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+Consistent order estimation for linear stochastic feedback control systems (CARMA model)
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+Strong consistency of the PLS criterion for order determination of autoregressive processes
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+Recursive order estimation of stochastic control systems
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+Extended least squares and their applications to adaptive control and prediction in linear systems
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+Estimating the dimension of a model
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+Order selection for AR models by predictive least squares
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