Central Limit Theorem And Law Of Iterated Logarithm For Least Squares Algorithms In Adaptive Tracking

DOI10.1137/S0363012995294183zbMath0921.62083WikidataQ114978666 ScholiaQ114978666MaRDI QIDQ4388940

Bernard Bercu

Publication date: 10 May 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

central limit theoremleast squareslaw of iterated logarithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Linear inference, regression (62J99) Least squares and related methods for stochastic control systems (93E24) Strong limit theorems (60F15)

Related Items (7)

Further results on the \(h\)-test of Durbin for stable autoregressive processes ⋮ A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking ⋮ Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise ⋮ An exponential inequality for autoregressive processes in adaptive tracking ⋮ Testing for residual correlation of any order in the autoregressive process ⋮ On the usefulness of persistent excitation in ARX adaptive tracking ⋮ FORECASTING TIME SERIES USING WAVELETS

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