Application of the method of stochastic approximation to the estimation of the parameters of a nonstationary Poisson flow (Q800876)
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scientific article; zbMATH DE number 3878806
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| English | Application of the method of stochastic approximation to the estimation of the parameters of a nonstationary Poisson flow |
scientific article; zbMATH DE number 3878806 |
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Application of the method of stochastic approximation to the estimation of the parameters of a nonstationary Poisson flow (English)
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1984
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We consider the problem of constructing a recursive algorithm for estimating the parameters which appear linearly in the intensiveness of a nonstationary Poisson flow. The problem is solved on the basis of the method of stochastic approximation. Necessary conditions are found for convergence and various versions of the procedure are given. A numerical example is given.
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parameter estimation
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recursive algorithm
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nonstationary Poisson flow
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convergence
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0.9282115697860718
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0.7995924353599548
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0.7813730239868164
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0.7741591930389404
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0.7734138369560242
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