scientific article; zbMATH DE number 822313

MaRDI QIDQ4856462zbMATH OpenFDO

Authors Bennett L. Fox, George W. Heine

Publication date 6 June 1996

zbMATH Keywords

asymptotically stable estimatorsfinite-precision estimatorfrequency countslaw of the iterated logarithmMonte Carlo experimentssample meansimulated annealing

Mathematics Subject Classification ID

Sequential estimation (62L12) Sequential statistical methods (62L99) Monte Carlo methods (65C05)

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Cited in

(1)

• Efficient parameter estimation for self-similar processes

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