Bercu, Bernard; Portier, Bruno; Vazquez, Victor A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking. (English) Zbl 1335.62125 Int. J. Control 88, No. 12, 2611-2618 (2015). MSC: 62M10 62F05 60F05 60F15 93C40 PDFBibTeX XMLCite \textit{B. Bercu} et al., Int. J. Control 88, No. 12, 2611--2618 (2015; Zbl 1335.62125) Full Text: DOI arXiv
Spreij, P. J. C. Counting process systems. Identification and stochastic realization. Slightly revised version of the author’s thesis prepared at CWI. (English) Zbl 0703.62085 CWI Tract, 71. Amsterdam: Centrum voor Wiskunde en Informatica. 135 p. (1990). Reviewer: M.Kohlmann MSC: 62M05 93E12 60G55 93E03 93E10 62F12 62-02 PDFBibTeX XMLCite \textit{P. J. C. Spreij}, Counting process systems. Identification and stochastic realization. Slightly revised version of the author's thesis prepared at CWI. Amsterdam: Centrum voor Wiskunde en Informatica (1990; Zbl 0703.62085)
Kushner, Harold J.; Yin, G. Asymptotic properties of distributed and communicating stochastic approximation algorithms. (English) Zbl 0637.62078 SIAM J. Control Optimization 25, 1266-1290 (1987). MSC: 62L20 65Y05 93E25 60F05 65C99 93E10 PDFBibTeX XMLCite \textit{H. J. Kushner} and \textit{G. Yin}, SIAM J. Control Optim. 25, 1266--1290 (1987; Zbl 0637.62078) Full Text: DOI
Diallo, Mamadou On the limit behavior of the solution of a stochastic differential equation. (English. Russian original) Zbl 0629.60063 Theory Probab. Math. Stat. 34, 51-56 (1987); translation from Teor. Veroyatn. Mat. Stat. 34, 47-53 (1986). Reviewer: M.Piccioni MSC: 60H10 34D05 93E15 PDFBibTeX XMLCite \textit{M. Diallo}, Theory Probab. Math. Stat. 34, 51--56 (1987; Zbl 0629.60063); translation from Teor. Veroyatn. Mat. Stat. 34, 47--53 (1986)
Dorogovtsev, A. Ya.; Kukush, A. G. On the limiting distribution of extremum points for certain stochastic optimization models. (English) Zbl 0595.93054 Stochastic optimization, Proc. Int. Conf., Kiev/USSR 1984, Lect. Notes Control Inf. Sci. 81, 17-21 (1986). Reviewer: K.Marti MSC: 93E10 60H10 62F12 60F05 62A01 93E20 PDFBibTeX XML
Kushnir, A. F. Asymptotic detection of random signals with unknown parameters of the spectrum. (Russian) Zbl 0519.62071 Vopr. Kibern., Mosk. 82, 127-146 (1981). MSC: 62M07 62F05 60G35 93E10 62E20 PDFBibTeX XMLCite \textit{A. F. Kushnir}, Vopr. Kibern., Mosk. 82, 127--146 (1981; Zbl 0519.62071)