laszlo-gerencser documents

Editorial
Documents Editorial
On the martingale approximation of the estimation error of ARMA parameters
Documents On the martingale approximation of the estimation error of ARMA parameters
Rate of convergence of the LMS method
Documents Rate of convergence of the LMS method
Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
Documents Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
Strong approximation of vector-valued stochastic integrals
Documents Strong approximation of vector-valued stochastic integrals
Multiple integrals with respect to L-mixing processes
Documents Multiple integrals with respect to L-mixing processes
Identification of ARX systems with non-stationary inputs — asymptotic analysis with application to adaptive input design
Documents Identification of ARX systems with non-stationary inputs — asymptotic analysis with application to adaptive input design
Input–output properties of the Page–Hinkley detector
Documents Input–output properties of the Page–Hinkley detector
A two-stage information criterion for stochastic systems revisited
Documents A two-stage information criterion for stochastic systems revisited