Moindres carrés pondérés et poursuite

B. Bercu; M. Duflo

Annales de l'I.H.P. Probabilités et statistiques (1992)

  • Volume: 28, Issue: 3, page 403-430
  • ISSN: 0246-0203

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Bercu, B., and Duflo, M.. "Moindres carrés pondérés et poursuite." Annales de l'I.H.P. Probabilités et statistiques 28.3 (1992): 403-430. <http://eudml.org/doc/77440>.

@article{Bercu1992,
author = {Bercu, B., Duflo, M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {weighted least-squares; linear time-invariant regression models; WLS parameter estimator; prediction errors; stochastic-gradient parameter estimator; weighted law of large numbers for vector-valued martingales; bounds on quadratic means; adaptive tracking problem; consistency; almost-surely guaranteed convergence rates},
language = {fre},
number = {3},
pages = {403-430},
publisher = {Gauthier-Villars},
title = {Moindres carrés pondérés et poursuite},
url = {http://eudml.org/doc/77440},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Bercu, B.
AU - Duflo, M.
TI - Moindres carrés pondérés et poursuite
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1992
PB - Gauthier-Villars
VL - 28
IS - 3
SP - 403
EP - 430
LA - fre
KW - weighted least-squares; linear time-invariant regression models; WLS parameter estimator; prediction errors; stochastic-gradient parameter estimator; weighted law of large numbers for vector-valued martingales; bounds on quadratic means; adaptive tracking problem; consistency; almost-surely guaranteed convergence rates
UR - http://eudml.org/doc/77440
ER -

References

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