Pages that link to "Item:Q5903706"

The following pages link to Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems (Q5903706):

Displaying 50 items.

• Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
• Almost sure convergence of extremum seeking algorithm using stochastic perturbation (Q313311) (← links)
• An application-oriented approach to dual control with excitation for closed-loop identification (Q328039) (← links)
• Convergence properties of the least squares estimation algorithm for multivariable systems (Q345827) (← links)
• V-optimal designs for heteroscedastic regression (Q393546) (← links)
• Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
• Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
• Sequential estimation in generalized linear models when covariates are subject to errors (Q622559) (← links)
• Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
• Adaptive sequential design for regression on multi-resolution bases (Q693303) (← links)
• Sequential estimation in regression models using analogues of trimmed means (Q753363) (← links)
• Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
• Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
• A recursive blind adaptive equalizer for IIR channels with common zeros (Q836059) (← links)
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models (Q847648) (← links)
• Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models (Q854640) (← links)
• The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
• Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression (Q893956) (← links)
• Estimation of parameters in ARUMA models (Q917202) (← links)
• Performance analysis of stochastic gradient algorithms under weak conditions (Q948509) (← links)
• Online calibration via variable length computerized adaptive testing (Q971535) (← links)
• Theory and applications of multivariate self-normalized processes (Q1045798) (← links)
• AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842) (← links)
• On the strong law of large numbers for multivariate martingales (Q1095492) (← links)
• A combined algorithm for identification and approximation (Q1099561) (← links)
• Laws of large numbers for semimartingales with applications to stochastic regression (Q1113519) (← links)
• Two limit theorems on ARIMA models (Q1118905) (← links)
• Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
• Tracking randomly varying parameters: Analysis of a standard algorithm (Q1176535) (← links)
• Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances (Q1185832) (← links)
• Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665) (← links)
• Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
• On the strong law of large numbers of multivariate martingales with random norming (Q1344958) (← links)
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs (Q1568264) (← links)
• On stochastic extremum seeking via adaptive perturbation-demodulation loop (Q1626541) (← links)
• Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses (Q1658168) (← links)
• Berry-Esseen bounds for self-normalized martingales (Q1744193) (← links)
• On the consistent filtering of convergent semimartingales (Q1756968) (← links)
• Sequential experimental design and response optimisation (Q1766978) (← links)
• Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (Q1824332) (← links)
• Strong consistency in nonlinear stochastic regression models. (Q1848804) (← links)
• Adaptive optimization and \(D\)-optimum experimental design. (Q1848852) (← links)
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
• Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
• Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
• Stochastic regression model with heteroscedastic disturbance (Q1901683) (← links)
• A proof of asymptotic normality for some VARX models (Q1902123) (← links)
• Least squares estimator for regression models with some deterministic time varying parameters (Q1915122) (← links)
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882) (← links)
• Some strong consistency results in stochastic regression (Q2015068) (← links)