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Volumn 63, Issue 1, 2002, Pages 25-35

Estimating the parameters of linear regression in an arbitrary noise

Author keywords

[No Author keywords available]

Indexed keywords

ACOUSTIC NOISE; REGRESSION ANALYSIS; VECTORS;

EID: 84904239998     PISSN: 00051179     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1013775117559     Document Type: Article
Times cited : (3)

References (11)
  • 1
    • 7244243234 scopus 로고
    • An algorithm of stochastic approximation with input perturbation for identification of a static nonstationary plant
    • Granichin, O.N., An Algorithm of Stochastic Approximation with Input Perturbation for Identification of a Static Nonstationary Plant, Vestn. Leningr. Gos. Univ., 1988, vol. 1, no. 3, pp. 92-93.
    • (1988) Vestn. Leningr. Gos. Univ. , vol.1 , Issue.3 , pp. 92-93
    • Granichin, O.N.1
  • 2
    • 0026846604 scopus 로고
    • Estimation of the minimum point of an unknown function observed in dependent noise
    • Granichin, O.N., Estimation of the Minimum Point of an Unknown Function Observed in Dependent Noise, Probl. Peredachi Inf., 1992. no. 2, pp. 16-20.
    • (1992) Probl. Peredachi Inf. , Issue.2 , pp. 16-20
    • Granichin, O.N.1
  • 3
    • 0141434031 scopus 로고
    • Estimation of the regression parameters with arbitrary noise
    • Goldenshluger, A.V. and Polyak, B.T., Estimation of the Regression Parameters with Arbitrary Noise, Math. Meth. Statist., 1993, vol. 2, no. 1, pp. 18-29.
    • (1993) Math. Meth. Statist. , vol.2 , Issue.1 , pp. 18-29
    • Goldenshluger, A.V.1    Polyak, B.T.2
  • 4
    • 0031235724 scopus 로고    scopus 로고
    • The role of model validation for assessing the size of the unmodeled dynamics
    • Ljung, L. and Guo, L., The Role of Model Validation for Assessing the Size of the Unmodeled Dynamics, IEEE Trans. Autom. Control, 1997, vol. 42, no. 9, pp. 1230-1239.
    • (1997) IEEE Trans. Autom. Control , vol.42 , Issue.9 , pp. 1230-1239
    • Ljung, L.1    Guo, L.2
  • 8
    • 0002410521 scopus 로고
    • Adaptive estimation algorithms (convergence, optimality, stability)
    • Polyak, B.T. and Tsypkin, Ya.Z., Adaptive Estimation Algorithms (Convergence, Optimality, Stability), Avtom. Telemekh., 1979, no. 3. pp. 71-84.
    • (1979) Avtom. Telemekh. , Issue.3 , pp. 71-84
    • Polyak, B.T.1    Tsypkin, Ya.Z.2
  • 9
    • 0002686402 scopus 로고
    • A convergence theorem for nonnegative almost super-martingales and some applications
    • Rustagi. J.S., Ed., New York, Academic
    • Robbins, H. and Siegmuud, D., A Convergence Theorem for Nonnegative Almost Super-Martingales and Some Applications, in Optimizing Methods in Statistics, Rustagi. J.S., Ed., New York, Academic, 1971. pp. 233-257.
    • (1971) Optimizing Methods in Statistics , pp. 233-257
    • Robbins, H.1    Siegmuud, D.2
  • 10
    • 0141545782 scopus 로고
    • Convergence and rate of convergence of the iterative stochastic algorithms. II
    • Polyak, B.T., Convergence and Rate of Convergence of the Iterative Stochastic Algorithms. II, Avtom. Telemekh., 1977, no. 4, pp. 101-107.
    • (1977) Avtom. Telemekh. , Issue.4 , pp. 101-107
    • Polyak, B.T.1
  • 11
    • 0019013446 scopus 로고
    • Estimating the parameters of autoregressive processes by least squares
    • Poznyak, A.S., Estimating the Parameters of Autoregressive Processes by Least Squares, Int. J. Syst. Sci., 1980, vol. 11, pp. 577-588.
    • (1980) Int. J. Syst. Sci. , vol.11 , pp. 577-588
    • Poznyak, A.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.