Large deviations probabilities for recursive m-estimators

DOI10.1080/17442509608834059MaRDI QIDQ4364124zbMATH OpenOpenAlexFDO

Authors Alexander Korostelev, Andrew L. Rukhin

Publication date 29 April 1998

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509608834059

zbMATH Keywords

Markov chainlarge deviationsBahadur risksrecursive minimu-contrast estimatorstwo-stage decision rule

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Sequential estimation (62L12) Stochastic approximation (62L20) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(1)

• Large deviations for M-estimators

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