ASYMPTOTIC PROPERTIES OF PROJECTIONS WITH APPLICATIONS TO STOCHASTIC REGRESSION PROBLEMS

被引：31

作者：

LAI, TL ^{[1
]}

WEI, CZ ^{[1
]}

机构：

[1] UNIV MARYLAND,COLLEGE PK,MD 20742

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1982年 / 12卷 / 03期

关键词：

D O I：

10.1016/0047-259X(82)90071-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：346 / 370

页数：25

共 14 条

[1] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN DYNAMIC-MODELS
ANDERSON, TW
TAYLOR, JB
[J]. ANNALS OF STATISTICS, 1979, 7 (03) : 484 - 489
[2] BOX GEP, 1970, TIME SERIES ANAL FOR
[3] LOCAL CONVERGENCE OF MARTINGALES AND THE LAW OF LARGE NUMBERS
CHOW, YS
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (02): : 552 - 558
[4] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATORS IN LINEAR-REGRESSION MODELS
CHRISTOPEIT, N
HELMES, K
[J]. ANNALS OF STATISTICS, 1980, 8 (04) : 778 - 788
[5] LAWS OF ITERATED LOGARITHM FOR LOCAL TIMES
DONSKER, MD
VARADHAN, SRS
[J]. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1977, 30 (06) : 707 - 753
[6] WEAK AND STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATORS IN REGRESSION MODELS
DRYGAS, H
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1976, 34 (02): : 119 - 127
[7] CONSISTENCY AND ASYMPTOTIC EFFICIENCY OF SLOPE ESTIMATES IN STOCHASTIC-APPROXIMATION SCHEMES
LAI, TL
ROBBINS, H
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 56 (03): : 329 - 360
[8] LEAST-SQUARES ESTIMATES IN STOCHASTIC REGRESSION-MODELS WITH APPLICATIONS TO IDENTIFICATION AND CONTROL OF DYNAMIC-SYSTEMS
LAI, TL
WEI, CZ
[J]. ANNALS OF STATISTICS, 1982, 10 (01) : 154 - 166
[9] ADAPTIVE DESIGN AND STOCHASTIC-APPROXIMATION
LAI, TL
ROBBINS, H
[J]. ANNALS OF STATISTICS, 1979, 7 (06) : 1196 - 1221
[10] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN MULTIPLE-REGRESSION .2.
LAI, TL
ROBBINS, H
WEI, CZ
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1979, 9 (03) : 343 - 361

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