scientific article; zbMATH DE number 524375

MaRDI QIDQ4284866zbMATH OpenFDO

Authors Tze Leung Lai

Publication date 26 September 1994

zbMATH Keywords

adaptive estimationadaptive recursive estimationARMAX modelsasymptotically efficient adaptive choice of score functionsautoregressive moving average models with exogeneous inputscensored and truncated regression modelsgeneral stochastic approximation type proceduresmartingale approachrank testssurveytime series parameters

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Stochastic approximation (62L20)

Recommendations

• On the convergence of some adaptive estimation procedures
• scientific article; zbMATH DE number 1995548
• Adaptive estimation in time-series models
• Efficient recursive estimation and adaptive control in stochastic regression and ARMAX mod\-els
• Adaptive estimation for an extension of the autoregressive time series model

Cited in

(2)

• Efficient recursive estimation and adaptive control in stochastic regression and ARMAX mod\-els
• On martingale approximation of adapted processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4284866)