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.

• Stochastic regression model with heteroscedastic disturbance (Q1901683) (← links)
• A proof of asymptotic normality for some VARX models (Q1902123) (← links)
• Strong consistency of Bayes estimates in stochastic regression models (Q1914696) (← 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)
• Stochastic approximation: from statistical origin to big-data, multidisciplinary applications (Q2038304) (← links)
• Distributed recursive projection identification with binary-valued observations (Q2070033) (← links)
• LS-based parameter estimation of DARMA systems with uniformly quantized observations (Q2165424) (← links)
• Identification of linear systems with multiplicative noise from multiple trajectory data (Q2165992) (← links)
• Finite sample performance of linear least squares estimation (Q2235406) (← links)
• One-step ahead adaptive \(D\)-optimal design on a finite design space is asymptotically optimal (Q2268376) (← links)
• Order selection statistical test for nonstationary AR models (Q2366536) (← links)
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications (Q2485756) (← links)
• Inference on stochastic time-varying coefficient models (Q2512638) (← links)
• Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
• Closed-loop identification for a class of nonlinearly parameterized discrete-time systems (Q2665390) (← links)
• Budget-limited distribution learning in multifidelity problems (Q2678969) (← links)
• Least-squares estimation for a long-horizon performance index (Q2703062) (← links)
• Adaptive execution: exploration and learning of price impact (Q2795866) (← links)
• Generation of signals with specified second-order properties for constrained systems (Q2830857) (← links)
• Recursive order estimation of stochastic control systems (Q3033666) (← links)
• Asymptotic Statistical Results: Theory and Practice (Q3300512) (← links)
• Dynamic Pricing and Learning with Finite Inventories (Q3465597) (← links)
• Least squares estimation of the parameters of a stochastic difference equation with polynomial regression component (Q3473131) (← links)
• On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications (Q3621153) (← links)
• Quasi-least-squares estimation in semimartingale regression models (Q3711555) (← links)
• On the stability of time-varying models obtained by extended recursive least-squares identification (Q3715005) (← links)
• REGRESSION, AUTOREGRESSION MODELS (Q3716147) (← links)
• On the estimation of coefficients of a simultaneous linear explosive model of higher orders with moving average errors generating a pair of time series (Q3979548) (← links)
• (Q4320725) (← links)
• Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy (Q4631454) (← links)
• Robust sequential designs for nonlinear regression (Q4707444) (← links)
• Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
• Multivariate Hysteretic Autoregressive Models (Q5072148) (← links)
• IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
• Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution (Q5244873) (← links)
• (Q5247113) (← links)
• Stochastic approximation (Q5907083) (← links)
• Least-squares estimation of input/output models for distributed linear systems in the presence of noise (Q5926277) (← links)
• Recent results on least squares-based adaptive control of linear stochastic systems in white noise. (Q5955747) (← links)
• Outlier robust identification of dual‐rate Hammerstein models in the presence of unmodeled dynamics (Q6063206) (← links)
• Least squares parameter estimation and multi-innovation least squares methods for linear fitting problems from noisy data (Q6099491) (← links)
• (Q6111073) (← links)
• Estimation of IIR systems with binary-valued observations (Q6183895) (← links)
• Distributed sequential estimation procedures (Q6490398) (← links)
• Consistency and asymptotic normality of least squares estimators in generalized STAR models (Q6573188) (← links)
• A \(p\)-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design (Q6581297) (← links)
• Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data (Q6595041) (← links)