scientific article; zbMATH DE number 524375

zbMATH Open0796.62068MaRDI QIDQ4284866

Tze Leung Lai

Publication date: 26 September 1994

Title of this publication is not available (Why is that?)

zbMATH Keywords

surveyrank testsadaptive estimationmartingale approachARMAX modelsadaptive recursive estimationasymptotically efficient adaptive choice of score functionsautoregressive moving average models with exogeneous inputscensored and truncated regression modelsgeneral stochastic approximation type procedurestime series parameters

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20)

Related Items (1)

On martingale approximation of adapted processes

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