A Representation Theorem for the Error of Recursive Estimators
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Publication:3427492
DOI10.1137/S0363012991217421zbMath1139.93036MaRDI QIDQ3427492
Publication date: 20 March 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012991217421
recursive estimation; stochastic complexity; asymptotic covariance; adaptive prediction; stochastic adaptive control; \(L\)-mixing processes
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