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

DOI10.1016/J.TRMI.2016.12.001MaRDI QIDQ2010658zbMATH OpenOpenAlexFDO

Authors N. Lazrieva, T. Toronjadze

Publication date 27 November 2019

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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

zbMATH Keywords

asymptotic propertiesrecursive estimationRobbins-Monro type SDEsemimartingale statistical modelsstochastic approximation

Mathematics Subject Classification ID

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

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Cited in

(9)

• Semimartingale stochastic approximation procedure and recursive estimation
• The Robbins-Monro type SDE and recursive estimation
• Recursive parameter estimation in the trend coefficient of a diffusion process
• scientific article; zbMATH DE number 4052797 (Why is no real title available?)
• Recursive parameter estimation for semimartingales
• scientific article; zbMATH DE number 4096567 (Why is no real title available?)
• Recursive estimation in a class of models of deformation
• scientific article; zbMATH DE number 2154765 (Why is no real title available?)
• Recursive parameter estimation: asymptotic expansion

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