Central Limit Theorem And Law Of Iterated Logarithm For Least Squares Algorithms In Adaptive Tracking

DOI10.1137/S0363012995294183MaRDI QIDQ4388940zbMATHWikidataFDO

Authors Bernard Bercu

Publication date 10 May 1998

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

zbMATH Keywords

central limit theoremleast squareslaw of iterated logarithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Least squares and related methods for stochastic control systems (93E24)

Cited in

(7)

• Testing for residual correlation of any order in the autoregressive process
• Further results on the \(h\)-test of Durbin for stable autoregressive processes
• On the usefulness of persistent excitation in ARX adaptive tracking
• A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking
• FORECASTING TIME SERIES USING WAVELETS
• An exponential inequality for autoregressive processes in adaptive tracking
• Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise

This page was built for publication: Central Limit Theorem And Law Of Iterated Logarithm For Least Squares Algorithms In Adaptive Tracking

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4388940)