Pages that link to "Item:Q2641054"
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The following pages link to Estimation of nonstationary ARMAX models based on the Hannan-Rissanen method (Q2641054):
Displaying 18 items.
- Synchronization of multi-agent systems without connectivity assumptions (Q976210) (← links)
- Nonstationary time series identification (Q1116608) (← links)
- Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- The convergence of double-indexed weighted sums of martingale differences and its application (Q1725204) (← links)
- Subspace-based identification of infinite-dimensional multivariable systems from frequency-response data (Q1923073) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Complete moment convergence for randomly weighted sums of martingale differences (Q2441896) (← links)
- Convergence of a class of multi-agent systems in probabilistic framework (Q2461345) (← links)
- Closed-loop identification for a class of nonlinearly parameterized discrete-time systems (Q2665390) (← links)
- A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES (Q4319849) (← links)
- Stabilization of Decentralized Adaptive Control for Nonlinearly Parametrized Coupled Stochastic Multiagent Systems (Q4961446) (← links)
- Distributed Order Estimation of ARX Model under Cooperative Excitation Condition (Q5081092) (← links)
- A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (Q5299927) (← links)
- Convergence analysis of forgetting factor least squares algorithm for ARMAX time-delay models (Q6040437) (← links)
- Estimation of IIR systems with binary-valued observations (Q6183895) (← links)
- Distributed order estimation for continuous-time stochastic systems (Q6636941) (← links)
- Sparse parameter identification for stochastic systems based on \(L_\gamma\) regularization (Q6640587) (← links)
