Improvements in the application of stochastic estimation algorithms--Parameter jump detection (Q3340743)
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scientific article; zbMATH DE number 3873201
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| English | Improvements in the application of stochastic estimation algorithms--Parameter jump detection |
scientific article; zbMATH DE number 3873201 |
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Improvements in the application of stochastic estimation algorithms--Parameter jump detection (English)
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1984
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recursive algorithms
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parameter jumps
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diffusion approximations
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0.7648945450782776
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0.7624481320381165
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0.7531607747077942
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0.7518517971038818
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