Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation

DOI10.1007/S10513-005-0009-1MaRDI QIDQ2386486zbMATH OpenOpenAlexFDO

Authors Yulia R. Gel, A. E. Barabanov

Publication date 23 August 2005

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10513-005-0009-1

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35)

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Cites work

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Cited in

(3)

• Estimation of the autoregression parameter with infinite dispersion of noise
• Calculation of regularized least squares estimators of autoregression coefficients based on inaccurate data
• Strong consistency of the regularized least-squares estimates of infinite autoregressive models

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