Kernel Density Estimation and Goodness-of-Fit Test in Adaptive Tracking

DOI10.1137/070694739MaRDI QIDQ3399250zbMATH OpenOpenAlexFDO

Authors Bernard Bercu, Bruno Portier

Publication date 29 September 2009

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/070694739

zbMATH Keywords

adaptive controlgoodness-of-fit testkernel density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

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Cited in

(5)

• Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
• A Robbins-Monro procedure for estimation in semiparametric regression models
• A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking
• Asymptotic properties of recursive kernel density estimation for long-span high-frequency data
• Revisiting the estimation of the error density in functional autoregressive models

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