Discrete variable stochastic approximation procedures and recursive autoregressive model identification (Q3486692)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete variable stochastic approximation procedures and recursive autoregressive model identification |
scientific article |
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Discrete variable stochastic approximation procedures and recursive autoregressive model identification (English)
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1990
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maximum
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regression function
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discrete variables
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asymptotic convergence property
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theorem of almost supermartingales
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recursive identification of autoregressive time series models
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recursive order estimation
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recursive autoregressive parameter updating
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best autoregressive approximation model
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0.8972505
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0.8873216
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0.8807614
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0.88008994
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0.8778471
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