Likelihood ratio gradient estimation for stochastic recursions (Q4862096)
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scientific article; zbMATH DE number 837041
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| English | Likelihood ratio gradient estimation for stochastic recursions |
scientific article; zbMATH DE number 837041 |
Statements
Likelihood ratio gradient estimation for stochastic recursions (English)
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21 April 1996
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estimation of derivative
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regeneration
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separable metric state space
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i.i.d. innovation sequence
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likelihood ratio estimators
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simulation based-estimation procedures
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Harris-recurrent Markov-chains
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stationary distribution
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stochastic Lyapunov functions
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nonlinear storage process
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0.8498132228851318
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0.8184943795204163
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0.7931302785873413
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