Convergence analysis of parametric identification methods for jump processes

DOI10.1080/03610929108830600MaRDI QIDQ3135311zbMATH OpenOpenAlexFDO

Authors Nasser Ordoukhani, A. Thavaneswarn

Publication date 17 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929108830600

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Cites work

• A Bayesian nonparametric approach to reliability
• Estimation of a Parameter of a Diffusion Process
• MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES
• Recursive parameter estimation for semimartingales
• Robust MR AS-type algorithm for system identification
• Stochastic continuous-time model reference adaptive systems with decreasing gain

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