On ARX(\(\infty)\) approximation (Q1263912)

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On ARX(\(\infty)\) approximation
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    title
    On ARX(\(\infty)\) approximation (English)
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    author
    E. J. Hannan
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    publication date
    1990
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    Mathematics Subject Classification ID
    62M10
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    60G42
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    60F15
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    93E10
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    93C40
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    zbMATH DE Number
    4128262
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    zbMATH Keywords
    limit behaviour of double array martingales
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    regression
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    autoregression
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    adaptive control
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    rate of convergence of the coefficient matrices
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