Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019
Chan, N. H.; Wei, C. Z. |
|
1988
|
Asymptotic inference for nearly nonstationary AR(1) processes. Zbl 0638.62082
Chan, N. H.; Wei, C. Z. |
|
1987
|
Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Zbl 0649.62060
Lai, Tze Leung; Wei, Ching Zong |
|
1982
|
Strong consistency of least squares estimates in multiple regression II. Zbl 0416.62051
Lai, T. L.; Robbins, Herbert; Wei, C. Z. |
|
1979
|
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters. Zbl 0509.62081
Lai, T. L.; Wei, C. Z. |
|
1983
|
Order selection for same-realization predictions in autoregressive processes. Zbl 1086.62105
Ing, Ching-Kang; Wei, Ching-Zong |
|
2005
|
Adaptive prediction by least squares predictors in stochastic regression models with applications to time series. Zbl 0643.62058
Wei, C. Z. |
|
1987
|
On predictive least squares principles. Zbl 0801.62083
Wei, C. Z. |
|
1992
|
Estimation of the means in the branching process with immigration. Zbl 0736.62071
Wei, C. Z.; Winnicki, J. |
|
1990
|
Some asymptotic results for the branching process with immigration. Zbl 0673.60092
Wei, C. Z.; Winnicki, J. |
|
1989
|
On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092
Lee, Sangyeol; Wei, Ching-Zong |
|
1999
|
On same-realization prediction in an infinite-order autoregressive process. Zbl 1038.62086
Ing, Ching-Kang; Wei, Ching-Zong |
|
2003
|
Extended least squares and their applications to adaptive control and prediction in linear systems. Zbl 0603.93060
Lai, Tze Leung; Wei, Ching-Zong |
|
1986
|
A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models. Zbl 0485.60031
Lai, Tze Leung; Wei, Ching Zong |
|
1982
|
Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0471.62065
Chen, Gui-Jing; Lai, T. L.; Wei, C. Z. |
|
1981
|
Asymptotic properties of least-squares estimates in stochastic regression models. Zbl 0582.62062
Wei, C. Z. |
|
1985
|
AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. Zbl 1180.62120
Findley, David F.; Wei, Ching-Zong |
|
2002
|
Asymptotic properties of projections with applications to stochastic regression problems. Zbl 0501.62083
Lai, T. L.; Wei, C. Z. |
|
1982
|
Strong consistency of least squares estimates in multiple regression. Zbl 0386.62051
Lai, T. L.; Robbins, Herbert; Wei, C. Z. |
|
1978
|
Moment bounds for deriving time series CLT’s and model selection procedures. Zbl 0822.62074
Findley, David F.; Wei, Ching-Zong |
|
1993
|
A new urn model. Zbl 1093.60007
Chen, Mayru; Wei, Ching-Zong |
|
2005
|
Adaptive control with the stochastic approximation algorithm: Geometry and convergence. Zbl 0591.93063
Becker, Arthur H. jun.; Kumar, P. R.; Wei, Ching-Zong |
|
1985
|
Multivariate adaptive stochastic approximation. Zbl 0676.62064
Wei, C. Z. |
|
1987
|
Weak convergence of recursions. Zbl 0923.60026
Basak, G. K.; Hu, I.; Wei, C.-Z. |
|
1997
|
On the concept of excitation in least squares identification and adaptive control. Zbl 0595.60048
Lai, Tze Leung; Wei, Ching Zong |
|
1986
|
Asymptotically efficient self-tuning regulators. Zbl 0626.93034
Lai, T. L.; Wei, C. Z. |
|
1987
|
Iterated logarithm laws with random subsequences. Zbl 0445.60024
Chow, Y. S.; Teicher, H.; Wei, C. Z.; Yu, K. F. |
|
1981
|
Asymptotic properties of multivariate weighted sums with applications to stochastic regression in linear dynamic systems. Zbl 0607.62120
Lai, T. L.; Wei, C. Z. |
|
1985
|
A note on martingale difference sequences satisfying the local Marcinkiewicz-Zygmund condition. Zbl 0517.60054
Lai, Tze Leung; Wei, Ching Zong |
|
1983
|
Lacunary systems and generalized linear processes. Zbl 0495.60041
Lai, Tze Leung; Wei, Ching Zong |
|
1983
|
Modeling of time series arrays by multistep prediction or likelihood methods. Zbl 1033.62092
Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong |
|
2004
|
Uniform convergence of sample second moments of families of time series arrays. Zbl 1041.62073
Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong |
|
2001
|
A maximal moment inequality for long range dependent time series with applications to estimation and model selection. Zbl 1107.62093
Ing, Ching-Kang; Wei, Ching-Zong |
|
2006
|
Irreversible adaptive allocation rules. Zbl 0689.62061
Hu, Inchi; Wei, C. Z. |
|
1989
|
Orthonormal Banach systems with applications to linear processes. Zbl 0573.60040
Lai, T. L.; Wei, C. Z. |
|
1985
|
Convergence rates for the critical branching process with immigration. Zbl 0822.60077
Wei, C. Z. |
|
1991
|
A regression point of view toward density estimation. Zbl 1380.62160
Wei, C. Z.; Chu, C. K. |
|
1994
|
Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0538.62059
Chen, Guijing; Lai, T. L.; Wei, C. Z. |
|
1983
|
Forecasting unstable processes. Zbl 1268.62128
Lin, Jin-Lung; Wei, Ching-Zong |
|
2006
|
Martingale transforms with non-atomic limits and stochastic approximation. Zbl 0792.60034
Wei, C. Z. |
|
1993
|
A maximal moment inequality for long range dependent time series with applications to estimation and model selection. Zbl 1107.62093
Ing, Ching-Kang; Wei, Ching-Zong |
|
2006
|
Forecasting unstable processes. Zbl 1268.62128
Lin, Jin-Lung; Wei, Ching-Zong |
|
2006
|
Order selection for same-realization predictions in autoregressive processes. Zbl 1086.62105
Ing, Ching-Kang; Wei, Ching-Zong |
|
2005
|
A new urn model. Zbl 1093.60007
Chen, Mayru; Wei, Ching-Zong |
|
2005
|
Modeling of time series arrays by multistep prediction or likelihood methods. Zbl 1033.62092
Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong |
|
2004
|
On same-realization prediction in an infinite-order autoregressive process. Zbl 1038.62086
Ing, Ching-Kang; Wei, Ching-Zong |
|
2003
|
AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. Zbl 1180.62120
Findley, David F.; Wei, Ching-Zong |
|
2002
|
Uniform convergence of sample second moments of families of time series arrays. Zbl 1041.62073
Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong |
|
2001
|
On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092
Lee, Sangyeol; Wei, Ching-Zong |
|
1999
|
Weak convergence of recursions. Zbl 0923.60026
Basak, G. K.; Hu, I.; Wei, C.-Z. |
|
1997
|
A regression point of view toward density estimation. Zbl 1380.62160
Wei, C. Z.; Chu, C. K. |
|
1994
|
Moment bounds for deriving time series CLT’s and model selection procedures. Zbl 0822.62074
Findley, David F.; Wei, Ching-Zong |
|
1993
|
Martingale transforms with non-atomic limits and stochastic approximation. Zbl 0792.60034
Wei, C. Z. |
|
1993
|
On predictive least squares principles. Zbl 0801.62083
Wei, C. Z. |
|
1992
|
Convergence rates for the critical branching process with immigration. Zbl 0822.60077
Wei, C. Z. |
|
1991
|
Estimation of the means in the branching process with immigration. Zbl 0736.62071
Wei, C. Z.; Winnicki, J. |
|
1990
|
Some asymptotic results for the branching process with immigration. Zbl 0673.60092
Wei, C. Z.; Winnicki, J. |
|
1989
|
Irreversible adaptive allocation rules. Zbl 0689.62061
Hu, Inchi; Wei, C. Z. |
|
1989
|
Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019
Chan, N. H.; Wei, C. Z. |
|
1988
|
Asymptotic inference for nearly nonstationary AR(1) processes. Zbl 0638.62082
Chan, N. H.; Wei, C. Z. |
|
1987
|
Adaptive prediction by least squares predictors in stochastic regression models with applications to time series. Zbl 0643.62058
Wei, C. Z. |
|
1987
|
Multivariate adaptive stochastic approximation. Zbl 0676.62064
Wei, C. Z. |
|
1987
|
Asymptotically efficient self-tuning regulators. Zbl 0626.93034
Lai, T. L.; Wei, C. Z. |
|
1987
|
Extended least squares and their applications to adaptive control and prediction in linear systems. Zbl 0603.93060
Lai, Tze Leung; Wei, Ching-Zong |
|
1986
|
On the concept of excitation in least squares identification and adaptive control. Zbl 0595.60048
Lai, Tze Leung; Wei, Ching Zong |
|
1986
|
Asymptotic properties of least-squares estimates in stochastic regression models. Zbl 0582.62062
Wei, C. Z. |
|
1985
|
Adaptive control with the stochastic approximation algorithm: Geometry and convergence. Zbl 0591.93063
Becker, Arthur H. jun.; Kumar, P. R.; Wei, Ching-Zong |
|
1985
|
Asymptotic properties of multivariate weighted sums with applications to stochastic regression in linear dynamic systems. Zbl 0607.62120
Lai, T. L.; Wei, C. Z. |
|
1985
|
Orthonormal Banach systems with applications to linear processes. Zbl 0573.60040
Lai, T. L.; Wei, C. Z. |
|
1985
|
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters. Zbl 0509.62081
Lai, T. L.; Wei, C. Z. |
|
1983
|
A note on martingale difference sequences satisfying the local Marcinkiewicz-Zygmund condition. Zbl 0517.60054
Lai, Tze Leung; Wei, Ching Zong |
|
1983
|
Lacunary systems and generalized linear processes. Zbl 0495.60041
Lai, Tze Leung; Wei, Ching Zong |
|
1983
|
Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0538.62059
Chen, Guijing; Lai, T. L.; Wei, C. Z. |
|
1983
|
Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Zbl 0649.62060
Lai, Tze Leung; Wei, Ching Zong |
|
1982
|
A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models. Zbl 0485.60031
Lai, Tze Leung; Wei, Ching Zong |
|
1982
|
Asymptotic properties of projections with applications to stochastic regression problems. Zbl 0501.62083
Lai, T. L.; Wei, C. Z. |
|
1982
|
Convergence systems and strong consistency of least squares estimates in regression models. Zbl 0471.62065
Chen, Gui-Jing; Lai, T. L.; Wei, C. Z. |
|
1981
|
Iterated logarithm laws with random subsequences. Zbl 0445.60024
Chow, Y. S.; Teicher, H.; Wei, C. Z.; Yu, K. F. |
|
1981
|
Strong consistency of least squares estimates in multiple regression II. Zbl 0416.62051
Lai, T. L.; Robbins, Herbert; Wei, C. Z. |
|
1979
|
Strong consistency of least squares estimates in multiple regression. Zbl 0386.62051
Lai, T. L.; Robbins, Herbert; Wei, C. Z. |
|
1978
|
