On asymptotically efficient recursive estimation
From MaRDI portal
Publication:1246966
DOI10.1214/aos/1176344259zbMath0378.62031OpenAlexW2010552022MaRDI QIDQ1246966
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344259
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Stochastic approximation (62L20)
Related Items
Stochastic approximation of global minimum points, Tuned iterated filtering, The local asymptotic minimax adaptive property of a recursive estimate, Almost sure convergence of Titterington's recursive estimator for mixture models, On recursive estimation for hidden Markov models, Asymptotic behavior of truncated stochastic approximation procedures, Truncated stochastic approximation with moving bounds: convergence, RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME, Recursive parameter estimation: convergence, Recursive parameter estimation: asymptotic expansion, Unnamed Item, Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions, Efficient on-line estimation of autoregressive parameters, On the recursive parameter estimation in the general discrete time statistical model, Rate of convergence of truncated stochastic approximation procedures with moving bounds, On-line EM variants for multivariate normal mixture model in background learning and moving foreground detection, Semimartingale stochastic approximation procedure and recursive estimation, Central limit theorems for stochastic approximation with controlled Markov chain dynamics, Asymptotically efficient recursive estimation for incomplete data models using the observed information., On Recursive Estimation in Incomplete Data Models, Sequential Optimal Design of Neurophysiology Experiments, Asymptotic behaviour of a class of stochastic approximation procedures