scientific article; zbMATH DE number 1210653

MaRDI QIDQ4213631zbMATH OpenFDO

Authors

Publication date 13 October 1998

zbMATH Keywords

conditional densitymartingalesrecursive estimationtruncations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic approximation (62L20) Non-Markovian processes: estimation (62M09)

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• A truncated estimation method with guaranteed accuracy
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