Affiliation:
1. Federal Public Service Justice of Belgium; Brussels Belgium
2. Université libre de Bruxelles; Brussels Belgium
Funder
IAP-network in Statistics Belgian Federal Office for Scientific, Technical and Cultural Affairs (OSTC) Fondation Van Buuren FNRS
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference48 articles.
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2. Adaptive Algorithms and Stochastic Approximations
3. On the Fisher information matrix of a vector ARMA process;Bao;Economics Letters,2014
4. Sur l'estimateur des moindres carrés généralisé d'un modèle ARMAX. Application à l'identification des modèles ARMA;Bercu;Annales de l'Institut Henri Poincaré,1991
5. Central limit theorem and law of iterated logarithm for least squares algorithms in adaptive tracking;Bercu;SIAM Journal on Control and Optimization,1997