Pages that link to "Item:Q799637"
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The following pages link to Consistency in least-squares estimation: A Bayesian approach (Q799637):
Displaying 11 items.
- On Kalman filtering for conditionally Gaussian systems with random matrices (Q912064) (← links)
- Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments (Q1009704) (← links)
- On the consistent filtering of convergent semimartingales (Q1756968) (← links)
- Identification by the recurrent method of least squares when the conditions of the Gauss-Markov theorem are not satisfied (Q1901542) (← links)
- The problem of pole-zero cancellation in transfer function identification and application to adaptive stabilization (Q1923068) (← links)
- Consistency of adaptive estimators on the basis of correlated observations (Q1968879) (← links)
- Weak and TV consistency in Bayesian uncertainty quantification using disintegration (Q2024045) (← links)
- Convergence conditions of least squares estimate for biased models (Q2760511) (← links)
- (Q3676989) (← links)
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems (Q5903706) (← links)
- Recent results on least squares-based adaptive control of linear stochastic systems in white noise. (Q5955747) (← links)
