| dc.contributor.author | Fokianos, Konstantinos | en |
| dc.contributor.author | Kedem, B. | en |
| dc.creator | Fokianos, Konstantinos | en |
| dc.creator | Kedem, B. | en |
| dc.date.accessioned | 2019-12-02T10:35:06Z | |
| dc.date.available | 2019-12-02T10:35:06Z | |
| dc.date.issued | 1999 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56813 | |
| dc.description.abstract | 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 modified estimation procedure to illustrate a connection between control theory and generalized linear models by employing a logistic regression model. | en |
| dc.source | Journal of Time Series Analysis | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0013284605&partnerID=40&md5=7b94eb97cc2f550a88ac2c2d395f87b6 | |
| dc.subject | Control | en |
| dc.subject | Recursive estimation | en |
| dc.subject | Partial likelihood | en |
| dc.subject | Iterative re-weighted least squares | en |
| dc.subject | Tracking | en |
| dc.title | A stochastic approximation algorithm for the adaptive control of time series following generalized linear models | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.description.volume | 20 | |
| dc.description.issue | 3 | |
| dc.description.startingpage | 289 | |
| dc.description.endingpage | 308 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :1</p> | en |
| dc.source.abbreviation | J.Time Ser.Anal. | en |
| dc.contributor.orcid | Fokianos, Konstantinos [0000-0002-0051-711X] | |
| dc.gnosis.orcid | 0000-0002-0051-711X | |
