On fixed gain recursive estimators with discontinuity in the parameters (Q4967798): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2963672576 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1609.05166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of the one-dimensional Kohonen algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4416730 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and local stability properties of fixed step size recursive algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory in continuous-time stochastic volatility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterated Random Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence analysis of an adaptive filter equipped with the sign-sign algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility is rough / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Averaging and Stability Results for Random Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a class of mixing processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4895774 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Rissanen's predictive stochastic complexity for stationary ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: AR( infinity ) estimation and nonparametric stochastic complexity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling uncertainty. An examination of stochastic theory, methods, and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Representation Theorem for the Error of Recursive Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rate of Convergence of Recursive Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3399435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Yet Another Look at Harris’ Ergodic Theorem for Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: On dichotomies for solutions of \(n\)-th order linear differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3216039 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of a simple self-organizing process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic approximation with averaging innovation applied to Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4114574 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the statistical analysis of quantized Gaussian AR(1) processes / rank
 
Normal rank

Latest revision as of 20:25, 19 July 2024

scientific article; zbMATH DE number 7079155
Language Label Description Also known as
English
On fixed gain recursive estimators with discontinuity in the parameters
scientific article; zbMATH DE number 7079155

    Statements

    On fixed gain recursive estimators with discontinuity in the parameters (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    11 July 2019
    0 references
    adaptive control
    0 references
    stochastic gradient
    0 references
    fixed gain
    0 references
    recursive estimators
    0 references
    parameter discontinuity
    0 references
    mixing processes
    0 references
    non-Markovian dynamics
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references