Large deviations probabilities for recursive m-estimators

DOI10.1080/17442509608834059zbMATH Open0885.62027OpenAlexW2076047904MaRDI QIDQ4364124FDOQ4364124

Authors: Alexander Korostelev, Andrew L. Rukhin 

Publication date: 29 April 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834059

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zbMATH Keywords

Markov chainlarge deviationsBahadur risksrecursive minimu-contrast estimatorstwo-stage decision rule

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Sequential estimation (62L12) Stochastic approximation (62L20) Discrete-time Markov processes on general state spaces (60J05)

Cited In (1)

• Large deviations for M-estimators

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