Efficient on-line estimation of autoregressive parameters (Q2437891): Difference between revisions

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+Recursive estimation of a drifted autoregressive parameter.
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+Recursive computation of M-estimates for the parameters of a finite autoregressive process
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+Globally convergent stochastic optimization with optimal asymptotic distribution
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+Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions
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+On asymptotically efficient recursive estimation
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