Strong convergence of the method of least squares

zbMath0551.93071MaRDI QIDQ800885

Andrey E. Barabanov

Publication date: 1983

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

least squares method; consistent estimation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93C40: Adaptive control/observation systems

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

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Strong consistency of the regularized least-squares estimates of infinite autoregressive models, Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation