ADAPTIVE PREDICTION BY LEAST-SQUARES PREDICTORS IN STOCHASTIC REGRESSION-MODELS WITH APPLICATIONS TO TIME-SERIES

被引：93

作者：

WEI, CZ

机构：

来源：

ANNALS OF STATISTICS | 1987年 / 15卷 / 04期

关键词：

D O I：

10.1214/aos/1176350617

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1667 / 1682

页数：16

共 50 条

[1] EFFICIENCY OF LEAST-SQUARES AND LP-NORM ESTIMATION IN REGRESSION-MODELS WITH TIME-SERIES DEVIATIONS
DUTOIT, SHC
GONIN, R
[J]. SOUTH AFRICAN STATISTICAL JOURNAL, 1985, 19 (02) : 136 - 136
[2] ASYMPTOTIC PROPERTIES OF LEAST-SQUARES ESTIMATES IN STOCHASTIC REGRESSION-MODELS
WEI, CZ
[J]. ANNALS OF STATISTICS, 1985, 13 (04): : 1498 - 1508
[3] ASYMPTOTIC PROPERTIES OF NONLINEAR LEAST-SQUARES ESTIMATES IN STOCHASTIC REGRESSION-MODELS
LAI, TL
[J]. ANNALS OF STATISTICS, 1994, 22 (04): : 1917 - 1930
[4] ADAPTIVE ESTIMATION IN TIME-SERIES REGRESSION-MODELS
STEIGERWALD, DG
[J]. JOURNAL OF ECONOMETRICS, 1992, 54 (1-3) : 251 - 275
[5] ON THE ROBUSTNESS OF LEAST-SQUARES PROCEDURES IN REGRESSION-MODELS
GHOSH, M
SINHA, BK
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1980, 10 (03) : 332 - 342
[6] LEAST-SQUARES ESTIMATES IN STOCHASTIC REGRESSION-MODELS WITH APPLICATIONS TO IDENTIFICATION AND CONTROL OF DYNAMIC-SYSTEMS
LAI, TL
WEI, CZ
[J]. ANNALS OF STATISTICS, 1982, 10 (01): : 154 - 166
[7] ADAPTIVE ESTIMATION IN TIME-SERIES REGRESSION-MODELS - COMMENT
POTSCHER, BM
[J]. JOURNAL OF ECONOMETRICS, 1995, 66 (1-2) : 123 - 129
[8] ADAPTIVE ESTIMATION IN TIME-SERIES REGRESSION-MODELS - REPLY
STEIGERWALD, DG
[J]. JOURNAL OF ECONOMETRICS, 1995, 66 (1-2) : 131 - 132
[9] STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN REGRESSION-MODELS
LAI, TL
ROBBINS, H
[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1977, 74 (07) : 2667 - 2669
[10] BOOTSTRAP TESTS FOR GENERALIZED LEAST-SQUARES REGRESSION-MODELS
RAYNER, RK
[J]. ECONOMICS LETTERS, 1990, 34 (03) : 261 - 265

← 1 2 3 4 5 →