Model reference adaptive systems applied to regression analyses
DOI10.1111/j.1467-9574.1981.tb00723.xzbMath0478.62075MaRDI QIDQ3936067
Publication date: 1981
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9574.1981.tb00723.x
least-squares; linear models; Kalman filters; strong consistency; stochastic convergence; James-Stein type estimators; ridge estimators; adaptive estimation procedure
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
93E11: Filtering in stochastic control theory
93C40: Adaptive control/observation systems
93E10: Estimation and detection in stochastic control theory
62L20: Stochastic approximation
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