Found 45 Documents (Results 1–45)
Convergence of local supermartingales. (English. French summary) Zbl 1485.60039
Reviewer: Nikolaos Fountoulakis (Birmingham)
Cumulated sum of squares statistics for nonlinear and nonstationary regressions. (English) Zbl 1436.62412
Law of iterated logarithm and invariance principle for one-parameter families of interval maps. (English) Zbl 1351.37008
Strong consistency of least squares estimates in multiple regression models with random regressors. (English) Zbl 1329.60072
Testing for change in mean of independent multivariate observations with time varying covariance. (English) Zbl 1233.62101
Asymptotic properties of nonlinear estimates in stochastic models with finite design space. (English) Zbl 1176.62020
A recursive blind adaptive equalizer for IIR channels with common zeros. (English) Zbl 1175.94064
MSC:
94A40
A vector-valued almost sure invariance principle for hyperbolic dynamical systems. (English) Zbl 1176.37006
Reviewer: Jacques Franchi (Strasbourg)
Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests. (English) Zbl 1160.62073
Application of sequential interval estimation to adaptive mastery testing. (English) Zbl 1306.62394
MSC:
62P15
Selecting optimal multistep predictors for autoregressive processes of unknown order. (English) Zbl 1048.62088
Asymptotics of regressions with stationary and nonstationary residuals. (English) Zbl 1075.60507
Reviewer: Martin Holeňa (Praha)
Asymptotics for general fractionally integrated processes with applications to unit root tests. (English) Zbl 1032.62087
A uniform limit theorem for predictive distributions. (English) Zbl 1023.60033
Reviewer: Serguey Victorovich Zhulenev (Moskva)
Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control. (English) Zbl 0939.62086
Reviewer: Neculai Curteanu (Iaşi)
A strong law of large numbers for nonexpansive vector-valued stochastic processes. (English) Zbl 0937.60015
Reviewer: A.K.Basu (Calcutta)
Martingale transforms with non-atomic limits and stochastic approximation. (English) Zbl 0792.60034
Reviewer: C.Z.Wei (Taipei)
Almost sure invariance principles for mixing sequences of random variables. (English) Zbl 0793.60038
Reviewer: S.A.Solntsev (Kiev)
Strongly consistent estimation of the order of stochastic control systems (CARMA model). (English) Zbl 0757.93085
A log log law for unstable ARMA models with applications to time series analysis. (English) Zbl 0746.62093
Reviewer: J.Anděl (Praha)
Will the PLS criterion for order estimation work with AML and a posteriori prediction error? (English) Zbl 0703.93069
MSC:
93E10
A stopping rule for the Robbins-Monro method. (English) Zbl 0687.62068
Reviewer: G.Yin
Abstract stochastic approximations and applications. (English) Zbl 0676.62063
Reviewer: T.Fiala
Some asymptotic results for the branching process with immigration. (English) Zbl 0673.60092
Reviewer: D.Beyer
MSC:
60J80
Laws of large numbers for semimartingales with applications to stochastic regression. (English) Zbl 0662.60043
Reviewer: A.Le Breton
A stopped stochastic approximation algorithm. (English) Zbl 0652.62082
Reviewer: T.Fiala
Quadratic variation and the convergence of random sequences. (English. Russian original) Zbl 0623.60060
Sib. Math. J. 27, 876-879 (1986); translation from Sib. Mat. Zh. 27, No. 6(160), 111-115 (1986).
Reviewer: B.Grigelionis
MSC:
60G42
Weak convergence of stochastic approximation processes with random indices. (English) Zbl 0585.62142
Reviewer: G.Kersting
Almost sure stability of partial sums of uniformly bounded random variables. (English) Zbl 0544.60039
Reviewer: B.Kryžienė
MSC:
60F15
Asymptotic properties of projections with applications to stochastic regression problems. (English) Zbl 0501.62083
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