Consistent statistical estimation in semimartingale models of stochastic approximation
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Publication:4278219
DOI10.5186/aasfm.1992.1711zbMath0786.62084MaRDI QIDQ4278219
Alexander V. Melnikov, Aleksandra Rodkina
Publication date: 26 April 1994
Published in: Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5186/aasfm.1992.1711
semimartingales; local martingale; diffusion models; predictable process; strong solutions of stochastic equations
62M05: Markov processes: estimation; hidden Markov models
60G48: Generalizations of martingales
62L20: Stochastic approximation
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