| Publication | Date of Publication | Type |
|---|
Forecasting unstable processes
(available as arXiv preprint) | 2013-08-01 | Paper |
| A maximal moment inequality for long range dependent time series with applications to estimation and model selection | 2007-03-20 | Paper |
A new urn model
Journal of Applied Probability | 2006-06-29 | Paper |
Order selection for same-realization predictions in autoregressive processes
The Annals of Statistics | 2006-04-28 | Paper |
Modeling of time series arrays by multistep prediction or likelihood methods.
Journal of Econometrics | 2004-01-26 | Paper |
On same-realization prediction in an infinite-order autoregressive process.
Journal of Multivariate Analysis | 2003-06-09 | Paper |
AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
Journal of Multivariate Analysis | 2003-03-16 | Paper |
Uniform convergence of sample second moments of families of time series arrays.
The Annals of Statistics | 2002-11-14 | Paper |
On residual empirical processes of stochastic regression models with applications to time series
The Annals of Statistics | 1999-11-09 | Paper |
Weak convergence of recursions
Stochastic Processes and their Applications | 1998-03-29 | Paper |
| scientific article; zbMATH DE number 775731 (Why is no real title available?) | 1995-10-05 | Paper |
| scientific article; zbMATH DE number 777876 (Why is no real title available?) | 1995-07-24 | Paper |
Martingale transforms with non-atomic limits and stochastic approximation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-14 | Paper |
A lower bound for expectation of a convex functional
Statistics & Probability Letters | 1994-06-01 | Paper |
On predictive least squares principles
The Annals of Statistics | 1992-09-27 | Paper |
Estimation of the means in the branching process with immigration
The Annals of Statistics | 1992-06-25 | Paper |
Some asymptotic results for the branching process with immigration
Stochastic Processes and their Applications | 1989-01-01 | Paper |
Irreversible adaptive allocation rules
The Annals of Statistics | 1989-01-01 | Paper |
Limiting distributions of least squares estimates of unstable autoregressive processes
The Annals of Statistics | 1988-01-01 | Paper |
Asymptotic inference for nearly nonstationary AR(1) processes
The Annals of Statistics | 1987-01-01 | Paper |
Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
The Annals of Statistics | 1987-01-01 | Paper |
Multivariate adaptive stochastic approximation
The Annals of Statistics | 1987-01-01 | Paper |
Asymptotically Efficient Self-Tuning Regulators
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
Extended least squares and their applications to adaptive control and prediction in linear systems
IEEE Transactions on Automatic Control | 1986-01-01 | Paper |
On the concept of excitation in least squares identification and adaptive control<sup>†</sup>
Stochastics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3982362 (Why is no real title available?) | 1985-01-01 | Paper |
Asymptotic properties of least-squares estimates in stochastic regression models
The Annals of Statistics | 1985-01-01 | Paper |
Adaptive control with the stochastic approximation algorithm: Geometry and convergence
IEEE Transactions on Automatic Control | 1985-01-01 | Paper |
Orthonormal Banach systems with applications to linear processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3818787 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3856232 (Why is no real title available?) | 1983-01-01 | Paper |
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
Journal of Multivariate Analysis | 1983-01-01 | Paper |
Lacunary systems and generalized linear processes
Stochastic Processes and their Applications | 1983-01-01 | Paper |
Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
The Annals of Statistics | 1982-01-01 | Paper |
Asymptotic properties of projections with applications to stochastic regression problems
Journal of Multivariate Analysis | 1982-01-01 | Paper |
A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
The Annals of Probability | 1982-01-01 | Paper |
Convergence systems and strong consistency of least squares estimates in regression models
Journal of Multivariate Analysis | 1981-01-01 | Paper |
Iterated logarithm laws with random subsequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
Strong consistency of least squares estimates in multiple regression II
Journal of Multivariate Analysis | 1979-01-01 | Paper |
Strong consistency of least squares estimates in multiple regression
Proceedings of the National Academy of Sciences | 1978-01-01 | Paper |
