Local Convergence of Martingales and the Law of Large Numbers

Cited In (45)

Application of sequential interval estimation to adaptive mastery testing
Convergence of local supermartingales
Quadratic variation and the convergence of random sequences
Almost Sure Stability of Partial Sums of Uniformly Bounded Random Variables
Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests
A recursive blind adaptive equalizer for IIR channels with common zeros
Stochastic dynamics of SIRS epidemic models with random perturbation
Cumulated sum of squares statistics for nonlinear and nonstationary regressions
Almost sure invariance principles for mixing sequences of random variables
Abstract stochastic approximations and applications
Recursive order estimation of stochastic control systems
A vector-valued almost sure invariance principle for hyperbolic dynamical systems
A strong law of large numbers for nonexpansive vector-valued stochastic processes
A stopping rule for the Robbins-Monro method
Toward optimal multistep forecasts in non-stationary autoregressions
Asymptotic properties of projections with applications to stochastic regression problems
Law of iterated logarithm and invariance principle for one-parameter families of interval maps
Convergence systems and strong consistency of least squares estimates in regression models
Boundedness of M-estimators for linear regression in time series
Outlier robust identification of dual‐rate Hammerstein models in the presence of unmodeled dynamics
Optimal stochastic adaptive control with quadratic index
Asymptotic behavior of SIRS models in state-dependent random environments
Selecting optimal multistep predictors for autoregressive processes of unknown order.
Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control
Strong consistency of least squares estimates in multiple regression models with random regressors
Wear convergence of stochastic approximation processes with random indices
Convergence results for strictC-sequences
Martingale transforms with non-atomic limits and stochastic approximation
Asymptotics of regressions with stationary and nonstationary residuals.
Some asymptotic results for the branching process with immigration
Testing for change in mean of independent multivariate observations with time varying covariance
A strong approximation theorem for quasi-associated sequences
Laws of large numbers for semimartingales with applications to stochastic regression
A uniform limit theorem for predictive distributions
A stopped stochastic approximation algorithm
Predictor selection for positive autoregressive processes
A log log law for unstable ARMA models with applications to time series analysis
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
Asymptotic properties of nonlinear estimates in stochastic models with finite design space
Will the PLS criterion for order estimation work with AML and a posteriori prediction error?
Strongly consistent estimation of the order of stochastic control systems (CARMA model)
Sequential estimation in variable length computerized adaptive testing.
Strongly consistent density estimation of the regression residual
Nonparametric estimation based on censored observations of a Markov renewal process
Optimizing costs of age replacement policies

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