Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain (Q2661876)

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Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain
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    Convergence of self-tuning regulators under conditional heteroscedastic noises with unknown high-frequency gain (English)
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    8 April 2021
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    ARCH model
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    conditional heteroscedasticity
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    convergence
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    self-tuning regulator
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    weighted least-squares algorithm
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