On asymptotically efficient recursive estimation

Cited in

(23)

Truncated stochastic approximation with moving bounds: convergence
Recursive parameter estimation: convergence
Stochastic approximation of global minimum points
Recursive parameter estimation: asymptotic expansion
Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions
Asymptotic behaviour of a class of stochastic approximation procedures
The local asymptotic minimax adaptive property of a recursive estimate
Sequential Optimal Design of Neurophysiology Experiments
Efficient on-line estimation of autoregressive parameters
Tuned iterated filtering
On recursive estimation for hidden Markov models
On the recursive parameter estimation in the general discrete time statistical model
On-line EM variants for multivariate normal mixture model in background learning and moving foreground detection
Central limit theorems for stochastic approximation with controlled Markov chain dynamics
Semimartingale stochastic approximation procedure and recursive estimation
An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models
Asymptotic behavior of truncated stochastic approximation procedures
On Recursive Estimation in Incomplete Data Models
scientific article; zbMATH DE number 7387192 (Why is no real title available?)
Almost sure convergence of Titterington's recursive estimator for mixture models
Asymptotically efficient recursive estimation for incomplete data models using the observed information.
RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME
Rate of convergence of truncated stochastic approximation procedures with moving bounds

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