Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales

DOI10.1016/J.TRMI.2016.12.001zbMATH Open1432.62277OpenAlexW2566572341MaRDI QIDQ2010658FDOQ2010658

N. Lazrieva, T. Toronjadze

Publication date: 27 November 2019

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2016.12.001

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zbMATH Keywords

asymptotic propertiesrecursive estimationstochastic approximationRobbins-Monro type SDEsemimartingale statistical models

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Stochastic approximation (62L20) Martingales with continuous parameter (60G44)

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Cited In (5)

• The Robbins-Monro type SDE and recursive estimation
• Recursive parameter estimation for semimartingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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