Pages that link to "Item:Q1102060"

The following pages link to Adaptive prediction by least squares predictors in stochastic regression models with applications to time series (Q1102060):

Displaying 10 items.

• Constancy test for FARIMA long memory processes (Q458109) (← links)
• A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking (Q620585) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Performance analysis of multi-innovation gradient type identification methods (Q864278) (← links)
• Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
• Performance analysis of stochastic gradient algorithms under weak conditions (Q948509) (← links)
• The residual based extended least squares identification method for dual-rate systems (Q1004834) (← links)
• On consistency of recursive least squares identification algorithms for controlled auto-regression models (Q1007694) (← links)
• AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842) (← links)
• Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)