A recursive local linear regression estimation and its applications

DOI10.7641/CTA.2013.21076MaRDI QIDQ2860498zbMATH OpenFDO

Authors Xingmin Chen, Chao Gao

Publication date 19 November 2013

Published in Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7641/CTA.2013.21076

zbMATH Keywords

kernel estimationlocal linear regressionnonlinear ARX systemsrecursive identificationstrong consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30)

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• Online kernel estimation of stationary stochastic diffusion models

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