The following pages link to Ching-Zong Wei (Q1314706):
Displaying 43 items.
- (Q581979) (redirect page) (← links)
- Irreversible adaptive allocation rules (Q581980) (← links)
- Strong consistency of least squares estimates in multiple regression II (Q754579) (← links)
- Asymptotic properties of least-squares estimates in stochastic regression models (Q1068496) (← links)
- Asymptotic inference for nearly nonstationary AR(1) processes (Q1099564) (← links)
- Adaptive prediction by least squares predictors in stochastic regression models with applications to time series (Q1102060) (← links)
- (Q1105955) (redirect page) (← links)
- Limiting distributions of least squares estimates of unstable autoregressive processes (Q1116576) (← links)
- Some asymptotic results for the branching process with immigration (Q1120915) (← links)
- Multivariate adaptive stochastic approximation (Q1122912) (← links)
- Convergence systems and strong consistency of least squares estimates in regression models (Q1157655) (← links)
- A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models (Q1164316) (← links)
- Lacunary systems and generalized linear processes (Q1169749) (← links)
- Asymptotic properties of projections with applications to stochastic regression problems (Q1172362) (← links)
- Estimation of the means in the branching process with immigration (Q1173695) (← links)
- On predictive least squares principles (Q1192957) (← links)
- A lower bound for expectation of a convex functional (Q1314707) (← links)
- Martingale transforms with non-atomic limits and stochastic approximation (Q1326307) (← links)
- (Q1382552) (redirect page) (← links)
- Weak convergence of recursions (Q1382553) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257) (← links)
- Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Asymptotically Efficient Self-Tuning Regulators (Q3030666) (← links)
- (Q3324862) (← links)
- (Q3427554) (← links)
- (Q3665988) (← links)
- Orthonormal Banach systems with applications to linear processes (Q3692557) (← links)
- Adaptive control with the stochastic approximation algorithm: Geometry and convergence (Q3720437) (← links)
- On the concept of excitation in least squares identification and adaptive control<sup>†</sup> (Q3727070) (← links)
- Extended least squares and their applications to adaptive control and prediction in linear systems (Q3741552) (← links)
- (Q3746748) (← links)
- Iterated logarithm laws with random subsequences (Q3889844) (← links)
- Strong consistency of least squares estimates in multiple regression (Q4167426) (← links)
- (Q4839925) (← links)
- (Q4840383) (← links)
- (Q5326960) (← links)
- A new urn model (Q5476141) (← links)
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems (Q5903706) (← links)
