Normalized least-squares estimation in time-varying ARCH models

The Annals of Statistics ◽

10.1214/07-aos510 ◽

2008 ◽

Vol 36 (2) ◽

pp. 742-786 ◽

Author(s):

Piotr Fryzlewicz ◽

Theofanis Sapatinas ◽

Suhasini Subba Rao

Keyword(s):

Least Squares ◽

Least Squares Estimation ◽

Time Varying ◽

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Online least-squares estimation of time varying systems with sparse temporal evolution and application to traffic estimation

IEEE Conference on Decision and Control and European Control Conference ◽

10.1109/cdc.2011.6160832 ◽

2011 ◽

Author(s):

A. Hofleitner ◽

L. El Ghaoui ◽

A. Bayen

Keyword(s):

Least Squares ◽

Temporal Evolution ◽

Least Squares Estimation ◽

Time Varying ◽

Time Varying Systems ◽

Traffic Estimation ◽

Estimation Of Time

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Adaptive control for linear time-varying systems using direct least squares estimation

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

10.1109/cdc.1999.827782 ◽

2003 ◽

Author(s):

D. Dimogianopoulos ◽

R. Lozano

Keyword(s):

Adaptive Control ◽

Least Squares ◽

Linear Time ◽

Least Squares Estimation ◽

Time Varying ◽

Time Varying Systems

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Least squares estimation of ARCH models with missing observations

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2012.00803.x ◽

2012 ◽

Vol 33 (6) ◽

pp. 880-891 ◽

Author(s):

Pascal Bondon ◽

Natalia Bahamonde

Keyword(s):

Least Squares ◽

Least Squares Estimation ◽

Missing Observations ◽

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Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

Journal of Computational and Graphical Statistics ◽

10.1198/jcgs.2011.10021 ◽

2012 ◽

Vol 21 (1) ◽

pp. 42-56 ◽

Author(s):

Jiguo Cao ◽

Jianhua Z. Huang ◽

Hulin Wu

Keyword(s):

Differential Equations ◽

Least Squares ◽

Ordinary Differential Equations ◽

Nonlinear Least Squares ◽

Least Squares Estimation ◽

Time Varying ◽

Varying Parameters ◽

Time Varying Parameters ◽

Nonlinear Least Squares Estimation ◽

Estimation Of Time

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Direct least squares estimation for linear time varying systems

1999 European Control Conference (ECC) ◽

10.23919/ecc.1999.7099591 ◽

1999 ◽

Author(s):

Dimitrios Dimogianopoulos ◽

Rogelio Lozano

Keyword(s):

Least Squares ◽

Linear Time ◽

Least Squares Estimation ◽

Time Varying ◽

Time Varying Systems

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Frequency-domain weighted non-linear least-squares estimation of continuous-time, time-varying systems

IET Control Theory and Applications ◽

10.1049/iet-cta.2010.0223 ◽

2011 ◽

Vol 5 (7) ◽

pp. 923-933 ◽

Author(s):

J. Lataire ◽

R. Pintelon

Keyword(s):

Least Squares ◽

Frequency Domain ◽

Continuous Time ◽

Least Squares Estimation ◽

Time Varying ◽

Linear Least Squares ◽

Time Varying Systems

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Combined algorithm for time-varying systems based on the robust min-max and the damped least squares estimation

IECON'03. 29th Annual Conference of the IEEE Industrial Electronics Society (IEEE Cat. No.03CH37468) ◽

10.1109/iecon.2003.1280214 ◽

2004 ◽

Author(s):

Yuncan Xue ◽

Qiwen Yang ◽

Jixin Qian

Keyword(s):

Least Squares ◽

Least Squares Estimation ◽

Time Varying ◽

Time Varying Systems ◽

Damped Least Squares ◽

Combined Algorithm

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Combined algorithm for time-varying system based on the damped least-squares estimation algorithm and improved genetic algorithm

Proceedings of the 2003 International Conference on Machine Learning and Cybernetics (IEEE Cat. No.03EX693) ◽

10.1109/icmlc.2003.1259791 ◽

2004 ◽

Author(s):

Yun-Can Xue ◽

Qi-Wen Yang ◽

Zhi-Qian Mei

Keyword(s):

Genetic Algorithm ◽

Least Squares ◽

Estimation Algorithm ◽

Least Squares Estimation ◽

Time Varying ◽

Improved Genetic Algorithm ◽

Damped Least Squares ◽

Combined Algorithm

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Consensus based least squares estimation for single-integrator multi-agent systems with a time-varying reference state

Journal of Electronic Science and Technology ◽

10.1016/j.jnlest.2020.100053 ◽

2020 ◽

Vol 18 (2) ◽

pp. 100053

Author(s):

Ali Alouache ◽

Qing-He Wu

Keyword(s):

Least Squares ◽

Least Squares Estimation ◽

Reference State ◽

Time Varying ◽

Multi Agent Systems ◽

Agent Systems ◽

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Adaptive control for linear slowly time-varying systems using direct least-squares estimation

10.1016/s0005-1098(00)00159-x ◽

2001 ◽

Vol 37 (2) ◽

pp. 251-256 ◽

Author(s):

D. Dimogianopoulos ◽

R. Lozano

Keyword(s):

Adaptive Control ◽

Least Squares ◽

Least Squares Estimation ◽

Time Varying ◽

Time Varying Systems

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