Pages that link to "Item:Q5345299"
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The following pages link to Local Convergence of Martingales and the Law of Large Numbers (Q5345299):
Displayed 39 items.
- Strong consistency of least squares estimates in multiple regression models with random regressors (Q464383) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- Strongly consistent density estimation of the regression residual (Q712519) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- A recursive blind adaptive equalizer for IIR channels with common zeros (Q836059) (← links)
- Will the PLS criterion for order estimation work with AML and a posteriori prediction error? (Q916627) (← links)
- Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests (Q1018647) (← links)
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems (Q1019086) (← links)
- Asymptotic properties of nonlinear estimates in stochastic models with finite design space (Q1036746) (← links)
- Optimizing costs of age replacement policies (Q1086136) (← links)
- Quadratic variation and the convergence of random sequences (Q1091673) (← links)
- A stopped stochastic approximation algorithm (Q1107246) (← links)
- Laws of large numbers for semimartingales with applications to stochastic regression (Q1113519) (← links)
- Some asymptotic results for the branching process with immigration (Q1120915) (← links)
- Abstract stochastic approximations and applications (Q1122911) (← links)
- Convergence systems and strong consistency of least squares estimates in regression models (Q1157655) (← links)
- Asymptotic properties of projections with applications to stochastic regression problems (Q1172362) (← links)
- A log log law for unstable ARMA models with applications to time series analysis (Q1185829) (← links)
- Strongly consistent estimation of the order of stochastic control systems (CARMA model) (Q1191801) (← links)
- A stopping rule for the Robbins-Monro method (Q1263202) (← links)
- Almost sure invariance principles for mixing sequences of random variables (Q1312302) (← links)
- Martingale transforms with non-atomic limits and stochastic approximation (Q1326307) (← links)
- Sequential estimation in variable length computerized adaptive testing. (Q1427513) (← links)
- A uniform limit theorem for predictive distributions (Q1612977) (← links)
- A strong law of large numbers for nonexpansive vector-valued stochastic processes (Q1806257) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control (Q1962225) (← links)
- Application of sequential interval estimation to adaptive mastery testing (Q2260025) (← links)
- Law of iterated logarithm and invariance principle for one-parameter families of interval maps (Q2349151) (← links)
- A strong approximation theorem for quasi-associated sequences (Q2505342) (← links)
- Stochastic dynamics of SIRS epidemic models with random perturbation (Q2514418) (← links)
- Asymptotics of regressions with stationary and nonstationary residuals. (Q2574563) (← links)
- Recursive order estimation of stochastic control systems (Q3033666) (← links)
- Nonparametric estimation based on censored observations of a Markov renewal process (Q3207862) (← links)
- Almost Sure Stability of Partial Sums of Uniformly Bounded Random Variables (Q3333803) (← links)
- Convergence results for strict<i>C</i>-sequences (Q3353901) (← links)
- Optimal stochastic adaptive control with quadratic index (Q3707899) (← links)
- Wear convergence of stochastic approximation processes with random indices (Q3709699) (← links)
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS (Q4449532) (← links)