Strong convergence of the method of least squares

zbMath0551.93071MaRDI QIDQ800885

Andrey E. Barabanov

Publication date: 1983

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

least squares methodconsistent estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (2)

Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation ⋮ Strong consistency of the regularized least-squares estimates of infinite autoregressive models

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