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Avtomatika i Telemekhanika, 2005, Issue 1, Pages 100–117 (Mi at1312)  
This article is cited in 2 scientific papers (total in 2 papers)

Adaptive and Robust Systems

Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation

A. E. Barabanov, Yu. R. Gel'

Saint-Petersburg State University
Full-text PDF (450 kB) Citations (2)
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Abstract: Consideration was given to the estimation of the unknown parameters of a stable infinite-dimensional autoregressive model from the observations of a random time series. The class of such models includes an autoregressive moving-average equation with a stable moving-average part. A modified procedure of the least-squares method was used to identify the unknown parameters. For the infinite-dimensional case, the estimates of the least-squares method were proved to be strong consistent. In addition, presented was a fact on convergence of the semimartingales that is of independent interest.
Presented by the member of Editorial Board: B. M. Miller

Received: 20.02.2003
English version:
Automation and Remote Control, 2005, Volume 66, Issue 1, Pages 92–107
DOI: https://doi.org/10.1007/s10513-005-0009-1
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. E. Barabanov, Yu. R. Gel', “Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation”, Avtomat. i Telemekh., 2005, no. 1, 100–117; Autom. Remote Control, 66:1 (2005), 92–107
Citation in format AMSBIB
\Bibitem{BarGel05}
\by A.~E.~Barabanov, Yu.~R.~Gel'
\paper Convergence of the least-squares method with a~polynomial regularizer for the infinite-dimensional autoregression equation
\jour Avtomat. i Telemekh.
\yr 2005
\issue 1
\pages 100--117
\mathnet{http://mi.mathnet.ru/at1312}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2125955}
\zmath{https://zbmath.org/?q=an:1130.93436}
\transl
\jour Autom. Remote Control
\yr 2005
\vol 66
\issue 1
\pages 92--107
\crossref{https://doi.org/10.1007/s10513-005-0009-1}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-14844357816}
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  • https://www.mathnet.ru/eng/at1312
  • https://www.mathnet.ru/eng/at/y2005/i1/p100
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :90
    References:43
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