Mohammed, Firas Ahmmed; Mousa, Moamen Abbas Applying Diebold-Mariano test for performance evaluation between individual and hybrid time-series models for modeling bivariate time-series data and forecasting the unemployment rate in the USA. (English) Zbl 07617315 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis. Selected contributions from the sixth international conference, ITISE 2019, Granada, Spain, September 2019. Cham: Springer. Contrib. Stat., 443-458 (2020). MSC: 62M10 PDFBibTeX XMLCite \textit{F. A. Mohammed} and \textit{M. A. Mousa}, in: Theory and applications of time series analysis. Selected contributions from the sixth international conference, ITISE 2019, Granada, Spain, September 2019. Cham: Springer. 443--458 (2020; Zbl 07617315) Full Text: DOI
Chen, Han-Fu Recursive identification for stochastic Hammerstein systems. (English) Zbl 1216.93100 Giri, Fouad (ed.) et al., Block-oriented nonlinear system identification. Berlin: Springer (ISBN 978-1-84996-512-5/pbk; 978-1-84996-513-2/ebook). Lecture Notes in Control and Information Sciences 404, 69-87 (2010). MSC: 93E12 93C10 93C55 PDFBibTeX XMLCite \textit{H.-F. Chen}, Lect. Notes Control Inf. Sci. 404, 69--87 (2010; Zbl 1216.93100)
Hepple, Leslie W. Bayesian model choice in spatial econometrics. (English) Zbl 1073.62115 LeSage, James P. (ed.) et al., Spatial and spatiotemporal econometrics. Amsterdam: Elsevier/JAI (ISBN 0-7623-1148-7/hbk). Advances in Econometrics 18, 101-126 (2004). MSC: 62P20 62F15 62H11 62M10 PDFBibTeX XMLCite \textit{L. W. Hepple}, Adv. Econom. 18, 101--126 (2004; Zbl 1073.62115)
Fosumpaur, Pavel Application of artificial neural networks to represent the rainfall-runoff process for flow forecasting. (English) Zbl 1001.68959 Sinčák, Peter (ed.) et al., The state of the art in computational intelligence. Proceedings of the European symposium on computational intelligence, Košice, Slovak Republic, August 30-September 1, 2000. With Forewords by Lotfi A. Zadeh, David E. Goldberg and Kunihiko Fukushima. Heidelberg: Physica-Verlag. Advances in Soft Computing. 256-261 (2000). MSC: 68U99 68U20 PDFBibTeX XMLCite \textit{P. Fosumpaur}, in: The state of the art in computational intelligence. Proceedings of the European symposium on computational intelligence, Košice, Slovak Republic, August 30--September 1, 2000. With Forewords by Lotfi A. Zadeh, David E. Goldberg and Kunihiko Fukushima. Heidelberg: Physica-Verlag. 256--261 (2000; Zbl 1001.68959)
Cerone, V. Errors-in-variables models in parameter bounding. (English) Zbl 0867.93025 Milanese, Mario (ed.) et al., Bounding approaches to system identification. New York, NY: Plenum Press. 289-306 (1996). Reviewer: T.F.Filippova (Ekaterinburg) MSC: 93B30 93C41 PDFBibTeX XMLCite \textit{V. Cerone}, in: Bounding approaches to system identification. New York, NY: Plenum Press. 289--306 (1996; Zbl 0867.93025)
Deistler, Manfred; Scherrer, Wolfgang Identification of linear systems from noisy data. (English) Zbl 0857.93027 Bittanti, Sergio (ed.) et al., Identification, adaptation, learning. The science of learning models from data. Proceedings of the NATO Advanced Study Institute ‘From identification to learning’, Como, Italy, August 22–September 2, 1994. Berlin: Springer. NATO ASI Ser., Ser. F, Comput. Syst. Sci. 153, 246-265 (1996). Reviewer: Y.Cherruault (Paris) MSC: 93B30 93E12 PDFBibTeX XMLCite \textit{M. Deistler} and \textit{W. Scherrer}, NATO ASI Ser., Ser. F, Comput. Syst. Sci. 153, 246--265 (1996; Zbl 0857.93027)
Granichin, Oleg N. Stochastic approximation under dependent noises, detecting signals and adaptive control. (English) Zbl 0846.62060 Anastassiou, George (ed.) et al., Approximation, probability, and related fields. Proceedings of a conference, Santa Barbara, CA, USA, May 20-22, 1993. New York, NY: Plenum. 247-271 (1994). MSC: 62L20 93E20 94A13 93C95 93C40 PDFBibTeX XMLCite \textit{O. N. Granichin}, in: Approximation, probability, and related fields. Proceedings of a conference, Santa Barbara, CA, USA, May 20-22, 1993. New York, NY: Plenum. 247--271 (1994; Zbl 0846.62060)
Lai, Tze Leung Adaptive estimation via martingales. (English) Zbl 0796.62068 Gupta, Shanti S. (ed.) et al., Statistical decision theory and related topics V. Proceedings of the fifth Purdue international symposium on statistical decision theory and related topics held at Purdue University, West Lafayette, IN (USA), June 14-19, 1992. New York: Springer-Verlag. 489-501 (1994). Reviewer: Rainer Schwabe (Berlin) MSC: 62L20 62F35 62G10 62J05 PDFBibTeX XMLCite \textit{T. L. Lai}, in: Statistical decision theory and related topics V. Proceedings of the fifth Purdue international symposium on statistical decision theory and related topics held at Purdue University, West Lafayette, IN (USA), June 14-19, 1992. New York: Springer-Verlag. 489--501 (1994; Zbl 0796.62068)
Lai, Tze Leung Recursive estimation in ARMAX models. (English) Zbl 0779.62075 New directions in time series analysis. Part II. Proc. Workshop, Minneapolis/MN (USA) 1990. IMA Volumes in Mathematics and Its Applications 46, 263-288 (1993). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62L20 PDFBibTeX XMLCite \textit{T. L. Lai}, in: New directions in time series analysis. Part II. Based on the IMA workshop, held July 2-27, 1990 in Minneapolis, MN, USA. New York: Springer-Verlag. 263--288 (1993; Zbl 0779.62075)
Guo, Lei; Chen, Han-Fu Convergence of Åström-Wittenmark’s self-tuning regulator and related topics. (English) Zbl 0769.93087 New directions in time series analysis. Part II, Proc. Workshop, Minneapolis/MN (USA) 1990, IMA Volumes in Mathematics and Its Applications 46, 225-238 (1993). MSC: 93E35 PDFBibTeX XMLCite \textit{L. Guo} and \textit{H.-F. Chen}, in: New directions in time series analysis. Part II. Based on the IMA workshop, held July 2-27, 1990 in Minneapolis, MN, USA. New York: Springer-Verlag. 225--238 (1993; Zbl 0769.93087)
Ren, W.; Kumar, P. R. Stochastic adaptive system theory: Recent advances and a reappraisal. (English) Zbl 0787.93103 Kokotović, Petar V. (ed.), Foundations of adaptive control. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 160, 269-307 (1991). MSC: 93E35 PDFBibTeX XMLCite \textit{W. Ren} and \textit{P. R. Kumar}, Lect. Notes Control Inf. Sci. 160, 269--307 (1991; Zbl 0787.93103)
Chen, Han-Fu; Guo, Lei; Zhang, Ji-Feng Identification and adaptive control for ARMAX systems. (English) Zbl 0799.93033 Gerencsér, L. (ed.) et al., Topics in stochastic systems: modelling, estimation and adaptive control. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 161, 217-241 (1991). Reviewer: Leslaw Socha (Katowice) MSC: 93C40 93E35 93C55 93E10 93E11 PDFBibTeX XMLCite \textit{H.-F. Chen} et al., Lect. Notes Control Inf. Sci. 161, 217--241 (1991; Zbl 0799.93033)
Chen, Han-Fu; Guo, Lei Stochastic control systems. (English) Zbl 0738.93072 Probability theory and its applications in China, Contemp. Math. 118, 1-22 (1991). Reviewer: P.Loewen (Vancouver) MSC: 93E11 93C40 93E10 PDFBibTeX XMLCite \textit{H.-F. Chen} and \textit{L. Guo}, Contemp. Math. None, 1--22 (1991; Zbl 0738.93072)
Heunis, A. J. Invariance principles in parameter estimation. (English) Zbl 0737.62022 Applied stochastic analysis, Pap. Workshop, London/UK 1989, Stochastic Monogr. 5, 537-560 (1990). Reviewer: T.Inglot (Wrocław) MSC: 62F12 60F17 93E12 62F10 60G10 PDFBibTeX XMLCite \textit{A. J. Heunis}, in: A local characterization of reciprocal diffusions. . 537--560 (1990; Zbl 0737.62022)
Chen, Hanfu; Guo, Lei Robust identification of discrete-time stochastic systems. (English) Zbl 0646.93061 Discrete event systems: models and applications, IIASA Conf., Sopron/Hung. 1987, Lect. Notes Control Inf. 103, 239-251 (1988). Reviewer: P.Stoica MSC: 93E12 62M10 93C55 62J99 93E10 PDFBibTeX XML
Papavassilopoulos, George P. Adaptive games. (English) Zbl 0644.90103 Meet., BIBOS 4, Bielefeld/FRG 1986, Math. Appl., D. Reidel Publ. Co. 42, 223-236 (1988). Reviewer: G.P.Papavassilopoulos MSC: 91A20 93C30 91A35 93D20 93C55 91A05 PDFBibTeX XML
Gevers, Michel; Wertz, Vincent Techniques for the selection of identifiable parametrizations for multivariable linear systems. (English) Zbl 0655.93070 System identification and adaptive control, Pt. 2, Control Dyn. Syst., Adv. Theory Appl. 26, 35-86 (1987). Reviewer: J.Rissanen MSC: 93E12 93C05 93C35 93B10 62M10 93E10 PDFBibTeX XML
Chen, H. F.; Guo, L. Adaptive control with recursive identification for stochastic linear systems. (English) Zbl 0652.93031 System identification and adaptive control, Pt. 2, Control Dyn. Syst., Adv. Theory Appl. 26, 277-331 (1987). Reviewer: C.Schwartz MSC: 93C40 93C05 93E12 93E20 62M10 93C55 PDFBibTeX XML
Caines, P. E. Modelling and maximum likelihood estimation of Gaussian ARMAX and state space systems. (English) Zbl 0597.93054 Geometry and identification, Proc. APSM Workshop Syst. Geom. Syst. Identification Parameter Estimation, Weston/Mass. 1981, Lie Groups, Hist. Front. Appl., Ser. B 1, 1-34 (1983). Reviewer: N.Xu MSC: 93E12 60G15 62M10 62F12 70G10 93E10 PDFBibTeX XML
Hannan, E. J. Fitting multivariate ARMA models. (English) Zbl 0524.62088 Statistics and probability: Essays in Honor of C. R. Rao, 307-316 (1982). MSC: 62M10 PDFBibTeX XML
Hannan, E. J. The statistical theory of linear systems. (English) Zbl 0465.62083 Developments in statistics, Vol. 2, 83-121 (1979). MSC: 62M10 62F12 93E10 93C05 PDFBibTeX XML