Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients

DOI10.1137/1137096MaRDI QIDQ4030693zbMATH OpenOpenAlexFDO

Authors Albert N. Shiryaev, Serguei Pergamenchtchikov

Publication date 1 April 1993

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1137096

zbMATH Keywords

uniform asymptotic normalityasymptotically minimax

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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