Pages that link to "Item:Q1102060"

The following pages link to Adaptive prediction by least squares predictors in stochastic regression models with applications to time series (Q1102060):

Displaying 43 items.

• Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Constancy test for FARIMA long memory processes (Q458109) (← links)
• Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
• A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking (Q620585) (← links)
• Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Performance analysis of multi-innovation gradient type identification methods (Q864278) (← links)
• Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
• Will the PLS criterion for order estimation work with AML and a posteriori prediction error? (Q916627) (← links)
• Performance analysis of stochastic gradient algorithms under weak conditions (Q948509) (← links)
• The residual based extended least squares identification method for dual-rate systems (Q1004834) (← links)
• On consistency of recursive least squares identification algorithms for controlled auto-regression models (Q1007694) (← links)
• AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842) (← links)
• On Rissanen's predictive stochastic complexity for stationary ARMA processes (Q1338377) (← links)
• Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
• On the almost sure asymptotic behaviour of stochastic algorithm (Q1807280) (← links)
• On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
• Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
• Convergence and logarithm laws of self-tuning regulators (Q1893000) (← links)
• Parameters estimation for asymmetric bifurcating autoregressive processes with missing data (Q1952227) (← links)
• Multi-innovation extended stochastic gradient algorithm and its performance analysis (Q1959352) (← links)
• Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control (Q1962225) (← links)
• Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
• A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes (Q2258823) (← links)
• Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Limit theorems for bifurcating integer-valued autoregressive processes (Q2339215) (← links)
• Order selection statistical test for nonstationary AR models (Q2366536) (← links)
• Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications (Q2485756) (← links)
• Convergence analysis of estimation algorithms for dual-rate stochastic systems (Q2493770) (← links)
• Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
• Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
• Prediction of long memory processes on same-realisation (Q2655052) (← links)
• Théorèmes limites avec poids pour les martingales vectorielles (Q2701804) (← links)
• A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888) (← links)
• Asymptotic results for random coefficient bifurcating autoregressive processes (Q2934854) (← links)
• Recursive order estimation of stochastic control systems (Q3033666) (← links)
• Relations between information criteria for model-structure selection Part 2. Modelling by shortest data description (Q3356193) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
• Testing for structural change of AR model to threshold AR model (Q5495700) (← links)
• Frequentist Model Averaging for the Nonparametric Additive Model (Q6039882) (← links)