scientific article; zbMATH DE number 218711

zbMATH Open0779.62075MaRDI QIDQ4694364

Tze Leung Lai

Publication date: 29 June 1993

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

zbMATH Keywords

consistencyadaptive controlasymptotic normalityasymptotic efficiencyrecursive least squareson-line predictionmethod of momentsextended least squares\(M\)-estimatorsmartingale theorybackshift operatorlinear stochastic difference equationautoregressive moving average with exogenous inputsARMAX systemconsistent recursive estimatorsextended stochastic Lyapunov functionsmonitored maximum likelihood

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic approximation (62L20)

Related Items (8)

Title not available (Why is that?) ⋮ Constructing NARMAX models using ARMAX models ⋮ Optimal calculation of residuals for ARMAX models with application to model verification ⋮ Recursive max-linear models with propagating noise ⋮ Estimation and prediction with ARMMAX model: a mixture of ARMAX models with common ARX part ⋮ Recursive method for ARMA model estimation. I ⋮ Title not available (Why is that?) ⋮ Weighted Estimation and Tracking for ARMAX Models

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