Will the PLS criterion for order estimation work with AML and a posteriori prediction error?
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Publication:916627
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Cites work
- A Predictive Least-Squares Principle
- Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
- Convergence rate of least-squares identification and adaptive control for stochastic systems†
- scientific article; zbMATH DE number 3875113 (Why is no real title available?)
- scientific article; zbMATH DE number 4066707 (Why is no real title available?)
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Local Convergence of Martingales and the Law of Large Numbers
- Nonstationary time series identification
- Recursive order estimation of stochastic control systems
- Strong consistency of the PLS criterion for order determination of autoregressive processes
- Strongly consistent estimation of the order of stochastic control systems (CARMA model)
- The convergence of AML
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