Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Iterative re-weighted least squares"
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Article
A stochastic approximation algorithm for the adaptive control of time series following generalized linear models
(1999)A recursive estimation method for time series models following generalized linear models is developed in two ways. The estimation procedure, suitably modified, gives rise to a stochastic approximation scheme. We use the ...