On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
From MaRDI portal
(Redirected from Publication:1848915)
Recommendations
Cites work
- About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression
- Asymptotic minimaxity of a sequential estimator for a first order autoregressive model
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
- Calcul stochastique et problèmes de martingales
- Estimation of parameters of linear homogeneous stochastic differential equations
- Estimators with prescribed Precision in Stochastic regression models
- Fixed accuracy estimation of an autoregressive parameter
- scientific article; zbMATH DE number 3642439 (Why is no real title available?)
- scientific article; zbMATH DE number 4052852 (Why is no real title available?)
- scientific article; zbMATH DE number 3703752 (Why is no real title available?)
- scientific article; zbMATH DE number 3730011 (Why is no real title available?)
- scientific article; zbMATH DE number 3762986 (Why is no real title available?)
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- scientific article; zbMATH DE number 3583004 (Why is no real title available?)
- scientific article; zbMATH DE number 1304729 (Why is no real title available?)
- scientific article; zbMATH DE number 862305 (Why is no real title available?)
- scientific article; zbMATH DE number 3221816 (Why is no real title available?)
- scientific article; zbMATH DE number 3271181 (Why is no real title available?)
- scientific article; zbMATH DE number 3390061 (Why is no real title available?)
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Linear stochastic systems with constant coefficients. A statistical approach
- On guaranteed estimation of the mean of an autoregressive process
- On sequential estimation of an autoregressive parameter
- Quasi-least-squares estimation in semimartingale regression models
- Sequential estimation of parameters of discrete processes
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- Sequential estimation of the mean of a first-order autoregressive process
- Sequential identification procedures for the parameters of dynamic systems
- Sequential Inferences with Prescribed Accuracy for Semimartingales
- Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
- Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems
- Stochastic differential equations: singularity of coefficients, regression models, and stochastic approximation
- Strong consistency of least squares estimates in linear regression models driven by semimartingales
- Strong consistency of least squares estimates in multiple regression II
- Strong consistency of least squares estimates in normal linear regression
Cited in
(17)- Asymptotically optimal parameter estimation under communication constraints
- Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering
- Sequential fixed accuracy estimation for nonstationary autoregressive processes
- A truncated estimation method with guaranteed accuracy
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
- scientific article; zbMATH DE number 4166405 (Why is no real title available?)
- Quasi-least-squares estimation in semimartingale regression models
- scientific article; zbMATH DE number 1301943 (Why is no real title available?)
- scientific article; zbMATH DE number 1304729 (Why is no real title available?)
- Estimators with prescribed Precision in Stochastic regression models
- On statistical estimation and inferences in optional regression models
- Sequential estimation for time series models
- On optimal adaptive prediction of multivariate autoregression
- On Sequential Least Squares Estimates of Autoregressive Parameters
- Parameter estimation in optional semimartingale regression models
- Optimal guaranteed estimation methods for the Cox–Ingersoll–Ross models
- On guaranteed parameter estimation of a multiparameter linear regression process
This page was built for publication: On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848915)
