scientific article; zbMATH DE number 817372

MaRDI QIDQ4854749zbMATH OpenFDO

Authors Bernard Bercu

Publication date 27 May 1996

zbMATH Keywords

adaptive trackingautoregressive modelscentral limit theoremlaw of iterated logarithmminimum and maximum eigenvalues

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Least squares and related methods for stochastic control systems (93E24)

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(3)

• An exponential inequality for autoregressive processes in adaptive tracking
• On the almost sure central limit theorem for ARX processes in adaptive tracking
• A new recursive estimation method for single input single output models

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