scientific article

zbMath0645.62038MaRDI QIDQ3788893

T. A. Toronyadze, N. Lazrieva

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

algorithmstochastic line integralrecursive estimatorsmaximum likelihood estimatorsmaximum likelihood equationgeneralization of Ito-Ventzel's formula for semimartingales

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (4)

Recursive parameter estimation: convergence ⋮ Efficient on-line estimation of autoregressive parameters ⋮ Semimartingale stochastic approximation procedure and recursive estimation ⋮ Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales

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