Home > Research > Publications & Outputs > A stochastic approximation algorithm for the ad...

Research

Links

Text available via DOI:

Keywords

View graph of relations

A stochastic approximation algorithm for the adaptive control of time series following generalized linear models

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

A stochastic approximation algorithm for the adaptive control of time series following generalized linear models. / Fokianos, K.; Kedem, B.
In: Journal of Time Series Analysis, Vol. 20, No. 3, 05.1999, p. 289-308.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Fokianos, K & Kedem, B 1999, 'A stochastic approximation algorithm for the adaptive control of time series following generalized linear models', Journal of Time Series Analysis, vol. 20, no. 3, pp. 289-308. https://doi.org/10.1111/1467-9892.00138

APA

Fokianos, K., & Kedem, B. (1999). A stochastic approximation algorithm for the adaptive control of time series following generalized linear models. Journal of Time Series Analysis, 20(3), 289-308. https://doi.org/10.1111/1467-9892.00138

Vancouver

Fokianos K, Kedem B. A stochastic approximation algorithm for the adaptive control of time series following generalized linear models. Journal of Time Series Analysis. 1999 May;20(3):289-308. doi: 10.1111/1467-9892.00138

Author

Fokianos, K. ; Kedem, B. / A stochastic approximation algorithm for the adaptive control of time series following generalized linear models. In: Journal of Time Series Analysis. 1999 ; Vol. 20, No. 3. pp. 289-308.

Bibtex

@article{de76205179594341837a84b5b9612b14,
title = "A stochastic approximation algorithm for the adaptive control of time series following generalized linear models",
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 estima‐tion procedure to illustrate a connection between control theory and generalized linear models by employing a logistic regression model.",
keywords = "Recursive estimation, partial likelihoodtracking , Control , iterative re‐weighted least squares",
author = "K. Fokianos and B. Kedem",
year = "1999",
month = may,
doi = "10.1111/1467-9892.00138",
language = "English",
volume = "20",
pages = "289--308",
journal = "Journal of Time Series Analysis",
issn = "0143-9782",
publisher = "Wiley-Blackwell",
number = "3",

}

RIS

TY - JOUR

T1 - A stochastic approximation algorithm for the adaptive control of time series following generalized linear models

AU - Fokianos, K.

AU - Kedem, B.

PY - 1999/5

Y1 - 1999/5

N2 - 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 estima‐tion procedure to illustrate a connection between control theory and generalized linear models by employing a logistic regression model.

AB - 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 estima‐tion procedure to illustrate a connection between control theory and generalized linear models by employing a logistic regression model.

KW - Recursive estimation

KW - partial likelihoodtracking

KW - Control

KW - iterative re‐weighted least squares

U2 - 10.1111/1467-9892.00138

DO - 10.1111/1467-9892.00138

M3 - Journal article

VL - 20

SP - 289

EP - 308

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

SN - 0143-9782

IS - 3

ER -