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hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorBERCU, Bernard
dc.date.accessioned2024-04-04T03:02:07Z
dc.date.available2024-04-04T03:02:07Z
dc.date.created2007
dc.date.issued2007
dc.identifier.issn1009-6124
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/192951
dc.description.abstractEnA wide range of literature concerning classical asymptotic properties for linear models with adaptive control is available, such as strong laws of large numbers or central limit theorems. Unfortunately, in contrast with the situation without control, it appears to be impossible to find sharp asymptotic or nonasymptotic properties such as large deviation principles or exponential inequalities. Our purpose is to provide a first step towards that direction by proving a very simple exponential inequality for the standard least squares estimator of the unknown parameter of Gaussian autoregressive process in adaptive tracking.
dc.language.isoen
dc.publisherSpringer Verlag (Germany)
dc.title.enAn exponential inequality for autoregressive processes in adaptive tracking
dc.typeArticle de revue
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.journalJournal of Systems Science and Complexity
bordeaux.page243-250
bordeaux.volume20
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.issue2
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-00201623
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00201623v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal%20of%20Systems%20Science%20and%20Complexity&rft.date=2007&rft.volume=20&rft.issue=2&rft.spage=243-250&rft.epage=243-250&rft.eissn=1009-6124&rft.issn=1009-6124&rft.au=BERCU,%20Bernard&rft.genre=article


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