Pages that link to "Item:Q1172362"

The following pages link to Asymptotic properties of projections with applications to stochastic regression problems (Q1172362):

Displaying 19 items.

• Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
• Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
• Estimation of parameters in ARUMA models (Q917202) (← links)
• Adaptive control based on explicit criterion minimization (Q1061070) (← links)
• Two limit theorems on ARIMA models (Q1118905) (← links)
• Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
• Asymptotically efficient adaptive control in stochastic regression models (Q1821070) (← links)
• Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257) (← links)
• Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
• A conversation with Tze Leung Lai (Q2038291) (← links)
• Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation (Q2386486) (← links)
• Limit theorems for the discount sums of moving averages (Q2930896) (← links)
• ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
• On the concept of excitation in least squares identification and adaptive control^† (Q3727070) (← links)
• ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING (Q4599617) (← links)
• Selection of Regression and Autoregression Models with Initial Ordering of Variables (Q4904704) (← links)
• IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
• A Note on the Specification and Estimation of ARMAX Systems (Q5467600) (← links)
• On Sequential Least Squares Estimates of Autoregressive Parameters (Q5711145) (← links)