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

DOI10.1137/S0363012995294183MaRDI QIDQ4388940zbMATH OpenWikidataFDO

Authors Bernard Bercu

Publication date 10 May 1998

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

Full work available at URL https://doi.org/10.1137/S0363012995294183

zbMATH Keywords

central limit theoremlaw of iterated logarithmleast squares

Mathematics Subject Classification ID

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

Cited in

(8)

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

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