Asymptotically efficient recursive estimation for incomplete data models using the observed information.

DOI10.1007/BF02742868zbMath1093.62523MaRDI QIDQ5953726

Tobias Rydén

Publication date: 29 January 2002

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176757

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F10: Point estimation

Related Items

On Recursive Estimation in Incomplete Data Models, On recursive estimation for hidden Markov models

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